+54.8%
EBAY vs ALB
-43.9%
+98.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.6% |
| 7D | -3.0% | -8.6% | +5.6% | -1.8% |
| 30D | -3.6% | -4.0% | +0.4% | -3.1% |
| 3M | -4.4% | -17.4% | +12.9% | -2.2% |
| 6M | +12.1% | -25.4% | +37.4% | +15.5% |
| YTD | +19.9% | -10.5% | +30.5% | +19.3% |
| 1Y | +13.4% | +75.8% | -62.4% | 0.0% |
| 3Y | +150.5% | -28.5% | +179.0% | +150.1% |
| 5Y | +54.8% | -45.1% | +99.9% | +65.4% |
| All | +54.8% | -43.9% | +98.7% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling