+3,005.9%
AMGN vs EBAY
+12,410.8%
-9,404.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -11.6% | -3.0% | -8.7% | -11.2% |
| 30D | -5.7% | -3.6% | -2.1% | -5.1% |
| 3M | +14.2% | -4.4% | +18.7% | +15.0% |
| 6M | +5.2% | +12.1% | -6.9% | +2.5% |
| YTD | +22.0% | +19.9% | +2.1% | +16.9% |
| 1Y | +43.6% | +13.4% | +30.3% | +38.3% |
| 3Y | +65.0% | +150.5% | -85.5% | +34.7% |
| 5Y | +112.0% | +54.8% | +57.2% | +85.9% |
| 10Y | +216.6% | +268.1% | -51.5% | +128.8% |
| All | +3,005.9% | +12,410.8% | -9,404.9% | +994.3% |
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 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