+268.1%
EBAY vs ALLY
+178.1%
+90.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.8% |
| 7D | -3.0% | -1.9% | -1.0% | -2.6% |
| 30D | -3.6% | -4.5% | +0.9% | -2.6% |
| 3M | -4.4% | -2.8% | -1.6% | -4.0% |
| 6M | +12.1% | +10.3% | +1.7% | +8.9% |
| YTD | +19.9% | -5.7% | +25.6% | +20.8% |
| 1Y | +13.4% | +3.9% | +9.4% | +11.3% |
| 3Y | +150.5% | +64.7% | +85.8% | +112.3% |
| 5Y | +54.8% | -2.6% | +57.4% | +43.8% |
| 10Y | +268.1% | +186.0% | +82.1% | +178.5% |
| All | +268.1% | +178.1% | +90.0% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling