+54.8%
EBAY vs ALC
-17.4%
+72.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -3.0% | -5.3% | +2.3% | -1.1% |
| 30D | -3.6% | -7.1% | +3.5% | -1.1% |
| 3M | -4.4% | +0.8% | -5.2% | -5.0% |
| 6M | +12.1% | -16.0% | +28.0% | +18.4% |
| YTD | +19.9% | -12.7% | +32.7% | +24.6% |
| 1Y | +13.4% | -12.8% | +26.2% | +17.5% |
| 3Y | +150.5% | -15.8% | +166.3% | +155.5% |
| 5Y | +54.8% | -16.7% | +71.5% | +52.5% |
| All | +54.8% | -17.4% | +72.3% | +52.5% |
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