+16,546.5%
EBAY vs ALK
+307.6%
+16,239.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +0.3% | +9.0% | -8.8% | -1.9% |
| 30D | +13.3% | -1.6% | +15.0% | +13.5% |
| 3M | +11.1% | -23.2% | +34.2% | +17.7% |
| 6M | +13.4% | -3.9% | +17.3% | +12.6% |
| YTD | +41.3% | -22.6% | +63.9% | +45.6% |
| 1Y | +52.8% | -5.3% | +58.1% | +49.2% |
| 3Y | +217.6% | +18.6% | +199.0% | +177.5% |
| 5Y | +76.2% | -34.4% | +110.6% | +76.7% |
| 10Y | +394.8% | -40.8% | +435.6% | +348.9% |
| All | +16,546.5% | +307.6% | +16,239.0% | +5,697.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling