+159.0%
EBAY vs AS
+120.4%
+38.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -2.7% |
| 7D | -2.1% | -4.9% | +2.8% | -1.6% |
| 30D | -6.7% | -19.6% | +12.9% | -4.6% |
| 3M | -5.0% | -14.4% | +9.4% | -3.5% |
| 6M | +14.6% | -20.1% | +34.8% | +16.9% |
| YTD | +19.8% | -20.9% | +40.8% | +22.3% |
| 1Y | +12.6% | -21.9% | +34.4% | +14.7% |
| All | +159.0% | +120.4% | +38.6% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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