+78.6%
EBAY vs ALK
-29.1%
+107.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -2.2% |
| 7D | 0.0% | +8.9% | -8.9% | -1.8% |
| 30D | +7.8% | +5.9% | +1.9% | +6.3% |
| 3M | +8.4% | -16.5% | +24.9% | +11.9% |
| 6M | +13.0% | +2.1% | +10.9% | +10.8% |
| YTD | +40.2% | -17.1% | +57.3% | +41.9% |
| 1Y | +46.2% | -2.9% | +49.1% | +41.7% |
| 3Y | +218.4% | +24.5% | +193.9% | +153.2% |
| 5Y | +78.6% | -29.1% | +107.7% | +66.9% |
| All | +78.6% | -29.1% | +107.7% | +66.9% |
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