+14,607.0%
EBAY vs AFL
+2,453.6%
+12,153.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +4.2% | -1.6% | +5.8% | +4.8% |
| 30D | +5.6% | -4.0% | +9.7% | +7.2% |
| 3M | -1.4% | -0.5% | -0.9% | -1.3% |
| 6M | +18.2% | +6.5% | +11.7% | +15.3% |
| YTD | +24.8% | +6.2% | +18.7% | +21.6% |
| 1Y | +18.0% | +8.3% | +9.7% | +14.0% |
| 3Y | +160.3% | +62.5% | +97.7% | +114.5% |
| 5Y | +62.1% | +136.2% | -74.0% | +16.3% |
| 10Y | +283.1% | +301.4% | -18.3% | +110.8% |
| All | +14,607.0% | +2,453.6% | +12,153.4% | +3,397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling