+276.1%
EBAY vs ACM
+134.0%
+142.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | +4.2% | -4.6% | +8.8% | +5.6% |
| 30D | +5.6% | +4.1% | +1.6% | +4.3% |
| 3M | -1.4% | -8.3% | +6.9% | +0.6% |
| 6M | +18.2% | -30.1% | +48.3% | +30.0% |
| YTD | +24.8% | -32.6% | +57.5% | +38.6% |
| 1Y | +18.0% | -49.6% | +67.6% | +41.8% |
| 3Y | +160.3% | -23.0% | +183.3% | +172.3% |
| 5Y | +62.1% | +2.0% | +60.2% | +56.5% |
| All | +276.1% | +134.0% | +142.1% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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