+910.9%
EBAY vs AG
+264.0%
+646.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.6% |
| 7D | -2.6% | -6.0% | +3.4% | -2.2% |
| 30D | +3.2% | -14.3% | +17.5% | +4.4% |
| 3M | +17.8% | -26.9% | +44.7% | +20.3% |
| 6M | +9.5% | -42.1% | +51.6% | +13.4% |
| YTD | +39.2% | -15.9% | +55.1% | +38.6% |
| 1Y | +38.6% | +11.5% | +27.1% | +34.6% |
| 3Y | +216.8% | +208.0% | +8.9% | +174.3% |
| 5Y | +77.5% | +2.4% | +75.1% | +64.2% |
| 10Y | +375.7% | +77.0% | +298.7% | +294.9% |
| All | +910.9% | +264.0% | +646.9% | +478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling