+171.0%
EBAY vs ABCL
-81.2%
+252.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.7% |
| 7D | -0.9% | -3.3% | +2.4% | -0.6% |
| 30D | +3.5% | -7.1% | +10.6% | +3.7% |
| 3M | +16.0% | +4.7% | +11.2% | +14.8% |
| 6M | +7.6% | +140.9% | -133.3% | -1.7% |
| YTD | +40.1% | +236.0% | -195.9% | +23.2% |
| 1Y | +45.0% | +217.4% | -172.4% | +28.1% |
| 3Y | +228.1% | +188.7% | +39.4% | +179.6% |
| 5Y | +78.6% | -23.5% | +102.1% | +68.4% |
| All | +171.0% | -81.2% | +252.2% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling