+1,501.6%
ADP vs EBAY
+12,398.7%
-10,897.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -3.4% | -2.1% | -1.3% | -3.1% |
| 30D | +2.8% | -6.7% | +9.5% | +3.8% |
| 3M | +20.9% | -5.0% | +25.9% | +21.7% |
| 6M | +29.9% | +14.6% | +15.2% | +26.8% |
| YTD | +9.6% | +19.8% | -10.2% | +6.2% |
| 1Y | -5.3% | +12.6% | -17.8% | -7.7% |
| 3Y | +16.5% | +141.0% | -124.5% | -0.1% |
| 5Y | +49.4% | +47.5% | +1.9% | +36.6% |
| 10Y | +282.2% | +263.3% | +18.9% | +202.6% |
| All | +1,501.6% | +12,398.7% | -10,897.1% | +789.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling