+58.1%
EBAY vs ATI
+1,021.8%
-963.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.1% | +1.8% |
| 7D | -0.8% | -2.7% | +1.9% | -0.5% |
| 30D | -0.6% | -13.5% | +12.9% | +0.7% |
| 3M | -1.0% | +8.5% | -9.5% | -2.2% |
| 6M | +16.3% | +25.2% | -8.9% | +12.7% |
| YTD | +21.7% | +73.4% | -51.7% | +13.7% |
| 1Y | +16.5% | +160.5% | -144.0% | +4.2% |
| 3Y | +154.2% | +347.3% | -193.1% | +95.4% |
| 5Y | +58.1% | +1,049.0% | -990.9% | +19.0% |
| All | +58.1% | +1,021.8% | -963.7% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling