+150.0%
EBAY vs ATI
+358.3%
-208.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -3.0% | +2.4% | -5.4% | -3.0% |
| 30D | -3.6% | -9.5% | +5.9% | -3.5% |
| 3M | -4.4% | +10.4% | -14.8% | -4.7% |
| 6M | +12.1% | +31.8% | -19.7% | +11.1% |
| YTD | +19.9% | +80.0% | -60.0% | +18.5% |
| 1Y | +13.4% | +175.8% | -162.5% | +12.4% |
| All | +150.0% | +358.3% | -208.2% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling