+1,214.0%
EBAY vs ATI
+1,117.2%
+96.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.9% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -6.7% | +2.7% | -9.4% | -7.4% |
| 3M | -5.0% | +16.3% | -21.3% | -8.4% |
| 6M | +14.6% | +30.2% | -15.5% | +7.3% |
| YTD | +19.8% | +83.6% | -63.7% | +4.4% |
| 1Y | +12.6% | +173.0% | -160.4% | -9.9% |
| 3Y | +141.0% | +356.6% | -215.7% | +64.9% |
| 5Y | +47.5% | +1,074.2% | -1,026.6% | -19.9% |
| 10Y | +263.3% | +1,136.2% | -872.9% | +64.1% |
| All | +1,214.0% | +1,117.2% | +96.9% | +417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling