+525.7%
EBAY vs ALM
+3,551.9%
-3,026.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.6% |
| 7D | -0.9% | +1.2% | -2.1% | -0.9% |
| 30D | +3.5% | -19.3% | +22.8% | +3.5% |
| 3M | +16.0% | -40.6% | +56.6% | +16.0% |
| 6M | +7.6% | -57.9% | +65.5% | +7.7% |
| YTD | +40.1% | -6.7% | +46.8% | +40.1% |
| 1Y | +45.0% | +20.2% | +24.9% | +45.0% |
| 3Y | +228.1% | +879.4% | -651.3% | +227.8% |
| 5Y | +78.6% | +415.3% | -336.6% | +78.4% |
| 10Y | +378.8% | +2,100.8% | -1,722.0% | +379.0% |
| All | +525.7% | +3,551.9% | -3,026.2% | +532.6% |
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