+54.5%
EBAY vs ALK
-28.9%
+83.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -6.3% | -18.5% | +12.1% | -2.5% |
| 3M | -3.3% | -3.6% | +0.3% | -3.2% |
| 6M | +13.5% | -3.7% | +17.2% | +12.5% |
| YTD | +21.2% | -19.0% | +40.2% | +23.7% |
| 1Y | +13.9% | -36.0% | +49.9% | +22.1% |
| 3Y | +153.1% | +2.3% | +150.8% | +121.2% |
| 5Y | +54.5% | -27.8% | +82.2% | +42.9% |
| All | +54.5% | -28.9% | +83.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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