+14,014.6%
EBAY vs ADM
+1,007.1%
+13,007.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -2.1% | +3.8% | -5.9% | -3.1% |
| 30D | -6.7% | +9.8% | -16.4% | -9.1% |
| 3M | -5.0% | +2.1% | -7.1% | -5.9% |
| 6M | +14.6% | +27.5% | -12.9% | +6.5% |
| YTD | +19.8% | +50.2% | -30.4% | +6.3% |
| 1Y | +12.6% | +40.6% | -28.0% | +1.5% |
| 3Y | +141.0% | +17.2% | +123.7% | +122.8% |
| 5Y | +47.5% | +61.9% | -14.3% | +22.8% |
| 10Y | +263.3% | +159.3% | +104.0% | +157.4% |
| All | +14,014.6% | +1,007.1% | +13,007.6% | +7,483.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling