+82.8%
EBAY vs ALC
-10.6%
+93.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -2.0% | -6.3% | +4.3% | +0.3% |
| 30D | +7.0% | +12.6% | -5.6% | +2.5% |
| 3M | +16.1% | -3.8% | +19.9% | +17.5% |
| 6M | +14.1% | +16.8% | -2.7% | +7.2% |
| YTD | +42.1% | -7.6% | +49.8% | +44.6% |
| 1Y | +42.4% | -5.9% | +48.3% | +43.5% |
| 3Y | +223.5% | +0.6% | +223.0% | +203.2% |
| 5Y | +82.8% | -9.5% | +92.2% | +74.8% |
| All | +82.8% | -10.6% | +93.3% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling