+176.9%
EBAY vs ABCL
-79.6%
+256.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +4.1% | +2.3% | +1.8% | +3.9% |
| 30D | +10.1% | -0.7% | +10.8% | +9.9% |
| 3M | +15.0% | +33.4% | -18.4% | +11.9% |
| 6M | +15.4% | +137.8% | -122.4% | +5.6% |
| YTD | +43.1% | +264.3% | -221.2% | +25.2% |
| 1Y | +46.9% | +209.2% | -162.3% | +30.2% |
| 3Y | +225.8% | +208.4% | +17.3% | +176.5% |
| 5Y | +84.2% | -11.9% | +96.1% | +72.0% |
| All | +176.9% | -79.6% | +256.4% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling