+722.8%
EBAY vs ACM
+230.8%
+492.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.1% | -3.7% | +1.7% | -0.8% |
| 30D | -6.7% | -11.1% | +4.4% | -3.1% |
| 3M | -5.0% | -8.0% | +3.0% | -2.8% |
| 6M | +14.6% | -29.7% | +44.3% | +28.1% |
| YTD | +19.8% | -29.4% | +49.2% | +33.4% |
| 1Y | +12.6% | -46.4% | +59.0% | +37.1% |
| 3Y | +141.0% | -22.3% | +163.3% | +153.8% |
| 5Y | +47.5% | +4.5% | +43.1% | +38.9% |
| 10Y | +263.3% | +127.6% | +135.6% | +135.9% |
| All | +722.8% | +230.8% | +492.1% | +317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling