+38.6%
EBAY vs ADVB
-61.6%
+100.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +42.7% | -44.7% | -1.1% |
| 7D | -2.6% | +74.2% | -76.8% | -1.2% |
| 30D | +3.2% | -35.9% | +39.1% | +2.7% |
| 3M | +17.8% | -56.4% | +74.2% | +16.4% |
| 6M | +9.5% | -36.7% | +46.2% | +9.6% |
| YTD | +39.2% | -43.3% | +82.5% | +40.8% |
| 1Y | +38.6% | -63.4% | +102.0% | +39.5% |
| All | +38.6% | -61.6% | +100.2% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling