+46.5%
ADP vs EBAY
+54.7%
-8.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.8% |
| 7D | -5.5% | -0.4% | -5.1% | -5.4% |
| 30D | -1.2% | -6.3% | +5.1% | +0.3% |
| 3M | +17.9% | -3.3% | +21.1% | +18.5% |
| 6M | +20.3% | +13.5% | +6.9% | +15.5% |
| YTD | +5.8% | +21.2% | -15.4% | -0.4% |
| 1Y | -7.7% | +13.9% | -21.6% | -12.5% |
| 3Y | +14.7% | +153.1% | -138.4% | -18.3% |
| All | +46.5% | +54.7% | -8.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EBAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling