+521.8%
EBAY vs ALLY
+98.6%
+423.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -2.0% | -2.8% | +0.8% | -1.3% |
| 30D | +7.0% | +1.9% | +5.1% | +6.5% |
| 3M | +16.1% | -12.1% | +28.2% | +19.7% |
| 6M | +14.1% | -9.0% | +23.1% | +16.3% |
| YTD | +42.1% | -12.9% | +55.1% | +46.0% |
| 1Y | +42.4% | -0.1% | +42.5% | +41.2% |
| 3Y | +223.5% | +64.6% | +159.0% | +173.7% |
| 5Y | +82.8% | -10.1% | +92.8% | +73.9% |
| 10Y | +385.7% | +176.7% | +209.1% | +234.1% |
| All | +521.8% | +98.6% | +423.2% | +361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling