+14,014.6%
EBAY vs AME
+10,685.9%
+3,328.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -3.0% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | -6.7% | -6.7% | 0.0% | -3.7% |
| 3M | -5.0% | +4.1% | -9.0% | -7.4% |
| 6M | +14.6% | +1.6% | +13.1% | +12.5% |
| YTD | +19.8% | +16.1% | +3.7% | +10.0% |
| 1Y | +12.6% | +27.3% | -14.8% | -2.4% |
| 3Y | +141.0% | +50.9% | +90.1% | +88.0% |
| 5Y | +47.5% | +81.4% | -33.8% | +5.0% |
| 10Y | +263.3% | +417.0% | -153.7% | +42.2% |
| All | +14,014.6% | +10,685.9% | +3,328.7% | +1,077.5% |
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