+391.6%
EBAY vs AG
+76.0%
+315.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.8% |
| 7D | -0.9% | -10.0% | +9.1% | -0.1% |
| 30D | +3.5% | -10.5% | +13.9% | +4.2% |
| 3M | +16.0% | -27.3% | +43.2% | +18.4% |
| 6M | +7.6% | -43.0% | +50.6% | +11.4% |
| YTD | +40.1% | -17.9% | +58.0% | +39.8% |
| 1Y | +45.0% | +11.9% | +33.1% | +41.0% |
| 3Y | +228.1% | +201.8% | +26.3% | +186.0% |
| 5Y | +78.6% | -0.1% | +78.7% | +64.9% |
| All | +391.6% | +76.0% | +315.6% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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