+152.0%
EBAY vs ABCL
+109.3%
+42.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.1% |
| 30D | -6.7% | +93.1% | -99.8% | -9.9% |
| 3M | -5.0% | +79.4% | -84.4% | -8.1% |
| 6M | +14.6% | +214.9% | -200.2% | +6.5% |
| YTD | +19.8% | +234.2% | -214.4% | +10.4% |
| 1Y | +12.6% | +174.8% | -162.2% | +4.3% |
| All | +152.0% | +109.3% | +42.7% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling