+150.0%
EBAY vs ALM
+2,150.5%
-2,000.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | -3.0% | +3.6% | -6.6% | -3.1% |
| 30D | -3.6% | +33.8% | -37.4% | -4.6% |
| 3M | -4.4% | +14.8% | -19.2% | -5.1% |
| 6M | +12.1% | -7.0% | +19.0% | +11.6% |
| YTD | +19.9% | +108.1% | -88.1% | +15.7% |
| 1Y | +13.4% | +313.8% | -300.4% | +7.0% |
| All | +150.0% | +2,150.5% | -2,000.4% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling