+153.1%
EBAY vs ALC
-15.5%
+168.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.6% |
| 7D | -0.4% | -3.7% | +3.3% | +0.6% |
| 30D | -6.3% | -3.7% | -2.6% | -5.5% |
| 3M | -3.3% | +4.6% | -7.8% | -4.6% |
| 6M | +13.5% | -14.6% | +28.1% | +17.8% |
| YTD | +21.2% | -11.9% | +33.0% | +24.5% |
| 1Y | +13.9% | -13.1% | +27.0% | +17.3% |
| 3Y | +153.1% | -15.0% | +168.1% | +154.1% |
| All | +153.1% | -15.5% | +168.6% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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