+818.8%
EBAY vs AWK
+967.2%
-148.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -0.4% | +2.2% | -2.5% | -1.2% |
| 30D | -6.3% | +4.4% | -10.8% | -7.9% |
| 3M | -3.3% | +15.4% | -18.6% | -8.8% |
| 6M | +13.5% | +3.5% | +10.0% | +11.4% |
| YTD | +21.2% | +9.8% | +11.4% | +15.8% |
| 1Y | +13.9% | +3.0% | +10.9% | +11.4% |
| 3Y | +153.1% | +9.7% | +143.4% | +137.7% |
| 5Y | +54.5% | -17.2% | +71.6% | +61.1% |
| 10Y | +262.7% | +126.1% | +136.6% | +138.4% |
| All | +818.8% | +967.2% | -148.4% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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