+14,014.6%
EBAY vs ALK
+340.0%
+13,674.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.7% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -6.7% | -19.2% | +12.6% | -1.9% |
| 3M | -5.0% | -1.5% | -3.4% | -5.4% |
| 6M | +14.6% | -13.1% | +27.7% | +16.1% |
| YTD | +19.8% | -16.4% | +36.2% | +21.8% |
| 1Y | +12.6% | -33.1% | +45.6% | +20.1% |
| 3Y | +141.0% | +0.6% | +140.4% | +120.8% |
| 5Y | +47.5% | -26.4% | +73.9% | +44.0% |
| 10Y | +263.3% | -34.2% | +297.4% | +221.7% |
| All | +14,014.6% | +340.0% | +13,674.6% | +4,748.4% |
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