+268.1%
EBAY vs ACGL
+270.1%
-2.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | -3.0% | -2.1% | -0.9% | -2.4% |
| 30D | -3.6% | -2.2% | -1.4% | -3.0% |
| 3M | -4.4% | +6.3% | -10.8% | -6.1% |
| 6M | +12.1% | +0.5% | +11.5% | +11.7% |
| YTD | +19.9% | +0.2% | +19.7% | +19.2% |
| 1Y | +13.4% | +7.3% | +6.1% | +10.4% |
| 3Y | +150.5% | +30.8% | +119.7% | +127.7% |
| 5Y | +54.8% | +155.8% | -100.9% | +15.4% |
| 10Y | +268.1% | +276.3% | -8.3% | +127.3% |
| All | +268.1% | +270.1% | -2.1% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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