+55.2%
EBAY vs AFL
+18.6%
+36.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.3% |
| 7D | +6.0% | +2.9% | +3.1% | +5.4% |
| 30D | +16.8% | +11.5% | +5.3% | +14.0% |
| 3M | +14.5% | +0.6% | +13.9% | +13.8% |
| 6M | +15.1% | +11.7% | +3.4% | +13.6% |
| YTD | +45.0% | +15.4% | +29.6% | +41.6% |
| 1Y | +55.2% | +17.6% | +37.6% | +50.5% |
| All | +55.2% | +18.6% | +36.6% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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