+16,404.6%
EBAY vs AME
+10,901.1%
+5,503.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -0.9% | +5.9% | -6.7% | -3.6% |
| 30D | +3.5% | -1.9% | +5.4% | +3.8% |
| 3M | +16.0% | -5.4% | +21.3% | +18.0% |
| 6M | +7.6% | +4.9% | +2.7% | +3.6% |
| YTD | +40.1% | +18.5% | +21.6% | +26.5% |
| 1Y | +45.0% | +25.5% | +19.6% | +27.2% |
| 3Y | +228.1% | +63.0% | +165.1% | +144.6% |
| 5Y | +78.6% | +78.3% | +0.3% | +27.5% |
| 10Y | +378.8% | +447.1% | -68.3% | +81.0% |
| All | +16,404.6% | +10,901.1% | +5,503.4% | +1,253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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