+421.6%
EBAY vs AR
-27.2%
+448.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -2.1% | +2.5% | -4.6% | -2.3% |
| 30D | -6.7% | +14.8% | -21.5% | -7.8% |
| 3M | -5.0% | +6.2% | -11.2% | -5.6% |
| 6M | +14.6% | +4.3% | +10.4% | +13.9% |
| YTD | +19.8% | +14.4% | +5.5% | +17.9% |
| 1Y | +12.6% | +21.3% | -8.8% | +10.1% |
| 3Y | +141.0% | +39.8% | +101.2% | +130.0% |
| 5Y | +47.5% | +142.1% | -94.5% | +33.1% |
| 10Y | +263.3% | +52.0% | +211.2% | +212.3% |
| All | +421.6% | -27.2% | +448.8% | +374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling