+160.3%
EBAY vs AUR
+84.2%
+76.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | +4.2% | +1.4% | +2.8% | +4.1% |
| 30D | +5.6% | -6.4% | +12.0% | +5.9% |
| 3M | -1.4% | +7.7% | -9.1% | -2.2% |
| 6M | +18.2% | +44.5% | -26.3% | +14.6% |
| YTD | +24.8% | +67.4% | -42.6% | +19.8% |
| 1Y | +18.0% | +15.4% | +2.6% | +15.4% |
| 3Y | +160.3% | +94.8% | +65.4% | +131.6% |
| All | +160.3% | +84.2% | +76.0% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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