+232.9%
EBAY vs ALB
-12.2%
+245.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -2.0% | +1.1% | -3.0% | -2.1% |
| 30D | +7.0% | -2.6% | +9.6% | +7.2% |
| 3M | +16.1% | -25.6% | +41.6% | +19.0% |
| 6M | +14.1% | -54.0% | +68.1% | +22.0% |
| YTD | +42.1% | -31.6% | +73.7% | +44.7% |
| 1Y | +42.4% | -6.6% | +48.9% | +40.0% |
| All | +232.9% | -12.2% | +245.1% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling