+226.0%
EBAY vs ACM
-9.6%
+235.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -2.6% | +5.1% | -7.7% | -3.9% |
| 30D | +3.2% | +18.7% | -15.5% | -1.5% |
| 3M | +17.8% | +15.5% | +2.3% | +13.0% |
| 6M | +9.5% | +1.2% | +8.3% | +8.5% |
| YTD | +39.2% | -25.2% | +64.4% | +49.9% |
| 1Y | +38.6% | -46.3% | +84.9% | +62.3% |
| All | +226.0% | -9.6% | +235.6% | +201.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling