+16,759.5%
EBAY vs APD
+2,063.7%
+14,695.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +4.1% | -0.2% | +4.4% | +4.2% |
| 30D | +10.1% | +11.0% | -0.9% | +5.6% |
| 3M | +15.0% | +2.0% | +13.0% | +14.1% |
| 6M | +15.4% | +7.1% | +8.3% | +11.6% |
| YTD | +43.1% | +29.8% | +13.3% | +26.8% |
| 1Y | +46.9% | +24.0% | +22.8% | +32.0% |
| 3Y | +225.8% | +27.2% | +198.6% | +182.0% |
| 5Y | +84.2% | +12.8% | +71.4% | +65.0% |
| 10Y | +397.4% | +185.0% | +212.4% | +183.6% |
| All | +16,759.5% | +2,063.7% | +14,695.8% | +4,333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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