+54.5%
EBAY vs AMT
-31.2%
+85.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -6.3% | +1.8% | -8.2% | -6.8% |
| 3M | -3.3% | -6.2% | +2.9% | -1.6% |
| 6M | +13.5% | -5.0% | +18.5% | +14.7% |
| YTD | +21.2% | +2.1% | +19.1% | +19.0% |
| 1Y | +13.9% | -5.7% | +19.6% | +14.8% |
| 3Y | +153.1% | +7.9% | +145.2% | +137.3% |
| 5Y | +54.5% | -32.3% | +86.8% | +71.5% |
| All | +54.5% | -31.2% | +85.7% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 5y: compounded portfolio wealth divided by compounded AMT 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…
5y analysis · Full analysis span regression · 6 months rolling