+435.1%
EBAY vs ALM
+7,705.7%
-7,270.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.3% |
| 7D | -2.1% | -2.6% | +0.5% | -2.1% |
| 30D | -6.7% | +32.0% | -38.7% | -6.7% |
| 3M | -5.0% | -15.0% | +10.1% | -5.0% |
| 6M | +14.6% | -10.1% | +24.8% | +14.6% |
| YTD | +19.8% | +99.4% | -79.6% | +19.7% |
| 1Y | +12.6% | +316.4% | -303.8% | +12.4% |
| 3Y | +141.0% | +2,022.0% | -1,881.0% | +140.6% |
| 5Y | +47.5% | +941.2% | -893.6% | +47.3% |
| 10Y | +263.3% | +2,950.3% | -2,687.1% | +263.1% |
| All | +435.1% | +7,705.7% | -7,270.7% | +440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling