+127.7%
EBAY vs ACI
+21.8%
+105.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.6% |
| 7D | -0.4% | -2.6% | +2.2% | 0.0% |
| 30D | -6.3% | +1.1% | -7.4% | -6.5% |
| 3M | -3.3% | -23.6% | +20.4% | +0.2% |
| 6M | +13.5% | -29.9% | +43.4% | +18.9% |
| YTD | +21.2% | -26.9% | +48.0% | +25.8% |
| 1Y | +13.9% | -34.2% | +48.1% | +20.1% |
| 3Y | +153.1% | -43.6% | +196.7% | +172.4% |
| 5Y | +54.5% | -42.4% | +96.9% | +63.2% |
| All | +127.7% | +21.8% | +105.9% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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