+856.0%
EBAY vs ACM
+250.2%
+605.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -2.6% | +5.1% | -7.7% | -4.3% |
| 30D | +3.2% | +18.7% | -15.5% | -2.8% |
| 3M | +17.8% | +15.5% | +2.3% | +11.6% |
| 6M | +9.5% | +1.2% | +8.3% | +8.0% |
| YTD | +39.2% | -25.2% | +64.4% | +51.5% |
| 1Y | +38.6% | -46.3% | +84.9% | +68.6% |
| 3Y | +216.8% | -9.6% | +226.4% | +215.8% |
| 5Y | +77.5% | +4.4% | +73.1% | +67.2% |
| 10Y | +375.7% | +129.3% | +246.4% | +209.2% |
| All | +856.0% | +250.2% | +605.8% | +374.4% |
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