+58.1%
EBAY vs AA
+5.3%
+52.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +2.2% |
| 7D | -0.8% | -5.4% | +4.6% | 0.0% |
| 30D | -0.6% | -10.7% | +10.1% | +0.9% |
| 3M | -1.0% | -26.2% | +25.2% | +3.2% |
| 6M | +16.3% | -20.9% | +37.2% | +18.7% |
| YTD | +21.7% | -8.6% | +30.3% | +20.8% |
| 1Y | +16.5% | +57.4% | -40.9% | +5.0% |
| 3Y | +154.2% | +77.8% | +76.4% | +113.7% |
| 5Y | +58.1% | +2.7% | +55.4% | +44.9% |
| All | +58.1% | +5.3% | +52.7% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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