+391.6%
EBAY vs ATI
+961.4%
-569.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.4% | +1.1% |
| 7D | -0.9% | +4.2% | -5.0% | -1.4% |
| 30D | +3.5% | -2.5% | +6.0% | +3.5% |
| 3M | +16.0% | -19.4% | +35.4% | +18.4% |
| 6M | +7.6% | +11.1% | -3.5% | +5.3% |
| YTD | +40.1% | +59.5% | -19.4% | +30.7% |
| 1Y | +45.0% | +85.8% | -40.7% | +32.8% |
| 3Y | +228.1% | +311.9% | -83.8% | +160.9% |
| 5Y | +78.6% | +963.2% | -884.6% | +23.8% |
| All | +391.6% | +961.4% | -569.8% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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