+209.5%
EBAY vs ALC
+24.0%
+185.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.5% |
| 7D | -2.1% | -2.1% | 0.0% | -1.3% |
| 30D | -6.7% | -0.1% | -6.6% | -6.7% |
| 3M | -5.0% | +5.9% | -10.9% | -7.2% |
| 6M | +14.6% | -15.9% | +30.6% | +21.2% |
| YTD | +19.8% | -10.1% | +29.9% | +23.2% |
| 1Y | +12.6% | -10.2% | +22.8% | +15.4% |
| 3Y | +141.0% | -13.6% | +154.5% | +144.8% |
| 5Y | +47.5% | -15.1% | +62.7% | +47.4% |
| All | +209.5% | +24.0% | +185.5% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling