+29.9%
ADP vs EBAY
+16.3%
+13.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -3.4% | -2.1% | -1.3% | -3.0% |
| 30D | +2.8% | -6.7% | +9.5% | +4.1% |
| 3M | +20.9% | -5.0% | +25.9% | +21.5% |
| 6M | +29.9% | +14.6% | +15.2% | +19.8% |
| All | +29.9% | +16.3% | +13.6% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling