+917.5%
EBAY vs AG
+255.2%
+662.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | +16.0% | -27.3% | +43.2% | +18.5% |
| 6M | +7.6% | -43.0% | +50.6% | +11.6% |
| YTD | +40.1% | -17.9% | +58.0% | +39.8% |
| 1Y | +45.0% | +11.9% | +33.1% | +40.8% |
| 3Y | +228.1% | +201.8% | +26.3% | +184.5% |
| 5Y | +78.6% | -0.1% | +78.7% | +65.6% |
| 10Y | +378.8% | +72.7% | +306.1% | +298.2% |
| All | +917.5% | +255.2% | +662.3% | +483.2% |
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