+54.8%
EBAY vs ACM
+2.7%
+52.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | +0.1% |
| 7D | -3.0% | -3.7% | +0.7% | -1.7% |
| 30D | -3.6% | -12.7% | +9.1% | +0.9% |
| 3M | -4.4% | -9.8% | +5.3% | -1.4% |
| 6M | +12.1% | -31.4% | +43.5% | +27.8% |
| YTD | +19.9% | -32.1% | +52.0% | +36.9% |
| 1Y | +13.4% | -47.8% | +61.2% | +42.4% |
| 3Y | +150.5% | -22.1% | +172.6% | +154.6% |
| 5Y | +54.8% | +1.8% | +53.0% | +38.7% |
| All | +54.8% | +2.7% | +52.1% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling