+54.5%
EBAY vs ABCL
-39.9%
+94.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -6.3% | +65.1% | -71.4% | -10.5% |
| 3M | -3.3% | +111.1% | -114.3% | -10.1% |
| 6M | +13.5% | +231.6% | -218.1% | +0.3% |
| YTD | +21.2% | +234.5% | -213.3% | +6.4% |
| 1Y | +13.9% | +174.3% | -160.5% | +0.9% |
| 3Y | +153.1% | +111.5% | +41.6% | +122.8% |
| 5Y | +54.5% | -37.3% | +91.8% | +48.9% |
| All | +54.5% | -39.9% | +94.4% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling