-2.6%
AGG vs EBAY
+61.3%
-63.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | -1.1% | +4.2% | -5.2% | -1.2% |
| 30D | -1.1% | +5.6% | -6.8% | -1.4% |
| 3M | -1.9% | -1.4% | -0.5% | -1.9% |
| 6M | -1.7% | +18.2% | -19.9% | -2.4% |
| YTD | -1.3% | +24.8% | -26.1% | -2.3% |
| 1Y | -0.7% | +18.0% | -18.8% | -1.6% |
| 3Y | +12.5% | +160.3% | -147.8% | +6.9% |
| All | -2.6% | +61.3% | -63.9% | -7.5% |
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