+606.6%
EBAY vs AMCR
+96.6%
+510.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -0.8% | -5.0% | +4.2% | +0.3% |
| 30D | -0.6% | -8.0% | +7.4% | +1.2% |
| 3M | -1.0% | +14.3% | -15.3% | -4.0% |
| 6M | +16.3% | +5.3% | +10.9% | +14.4% |
| YTD | +21.7% | +7.7% | +14.0% | +18.5% |
| 1Y | +16.5% | +10.8% | +5.7% | +12.6% |
| 3Y | +154.2% | +9.6% | +144.6% | +144.5% |
| 5Y | +58.1% | -10.2% | +68.2% | +58.9% |
| 10Y | +273.5% | +16.5% | +257.0% | +255.5% |
| All | +606.6% | +96.6% | +510.0% | +563.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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