+266.6%
EBAY vs ADM
+178.5%
+88.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -0.8% | +3.0% | -3.8% | -1.5% |
| 30D | -0.6% | +8.7% | -9.3% | -2.8% |
| 3M | -1.0% | +7.6% | -8.6% | -3.2% |
| 6M | +16.3% | +26.9% | -10.6% | +8.4% |
| YTD | +21.7% | +54.3% | -32.6% | +7.3% |
| 1Y | +16.5% | +45.7% | -29.1% | +4.1% |
| 3Y | +154.2% | +21.9% | +132.2% | +133.8% |
| 5Y | +58.1% | +67.2% | -9.1% | +28.7% |
| All | +266.6% | +178.5% | +88.1% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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