+534.7%
EBAY vs ALLE
+340.4%
+194.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -2.0% | -0.8% | -1.1% | -1.7% |
| 30D | +7.0% | +27.4% | -20.4% | -3.3% |
| 3M | +16.1% | +13.8% | +2.2% | +9.7% |
| 6M | +14.1% | +45.5% | -31.4% | -3.2% |
| YTD | +42.1% | +21.4% | +20.7% | +29.1% |
| 1Y | +42.4% | +15.4% | +27.0% | +32.1% |
| 3Y | +223.5% | +91.7% | +131.8% | +136.4% |
| 5Y | +82.8% | +54.5% | +28.2% | +44.2% |
| 10Y | +385.7% | +210.5% | +175.2% | +172.5% |
| All | +534.7% | +340.4% | +194.2% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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