+276.1%
EBAY vs ALM
+2,589.2%
-2,313.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +2.7% |
| 7D | +4.2% | -11.8% | +16.0% | +4.5% |
| 30D | +5.6% | +7.8% | -2.2% | +5.4% |
| 3M | -1.4% | -9.3% | +7.9% | -1.4% |
| 6M | +18.2% | -30.5% | +48.7% | +18.6% |
| YTD | +24.8% | +75.8% | -51.0% | +22.2% |
| 1Y | +18.0% | +241.2% | -223.2% | +13.7% |
| 3Y | +160.3% | +1,872.6% | -1,712.4% | +140.8% |
| 5Y | +62.1% | +849.6% | -787.4% | +51.1% |
| All | +276.1% | +2,589.2% | -2,313.2% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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