+268.1%
EBAY vs AR
+43.0%
+225.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.0% | -1.2% | -1.8% | -2.9% |
| 30D | -3.6% | +5.5% | -9.1% | -4.1% |
| 3M | -4.4% | +12.9% | -17.3% | -5.6% |
| 6M | +12.1% | +0.1% | +12.0% | +11.7% |
| YTD | +19.9% | +13.5% | +6.4% | +18.0% |
| 1Y | +13.4% | +21.6% | -8.2% | +10.8% |
| 3Y | +150.5% | +46.0% | +104.5% | +137.9% |
| 5Y | +54.8% | +143.7% | -88.9% | +39.4% |
| 10Y | +268.1% | +44.3% | +223.8% | +223.5% |
| All | +268.1% | +43.0% | +225.0% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling