+87.7%
EBAY vs AUR
-36.7%
+124.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.7% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -0.6% | -8.9% | +8.3% | 0.0% |
| 3M | -1.0% | +4.6% | -5.6% | -2.0% |
| 6M | +16.3% | +44.9% | -28.6% | +11.1% |
| YTD | +21.7% | +64.8% | -43.2% | +14.6% |
| 1Y | +16.5% | +16.4% | +0.2% | +12.8% |
| 3Y | +154.2% | +85.1% | +69.1% | +115.7% |
| 5Y | +58.1% | -36.1% | +94.2% | +36.3% |
| All | +87.7% | -36.7% | +124.4% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling