+54.8%
EBAY vs BAH
-3.7%
+58.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | -3.0% | -1.3% | -1.7% | -2.8% |
| 30D | -3.6% | -6.6% | +3.0% | -2.5% |
| 3M | -4.4% | -7.2% | +2.7% | -3.5% |
| 6M | +12.1% | -10.0% | +22.0% | +13.6% |
| YTD | +19.9% | -12.5% | +32.4% | +21.6% |
| 1Y | +13.4% | -27.9% | +41.3% | +19.1% |
| 3Y | +150.5% | -31.4% | +181.9% | +148.6% |
| 5Y | +54.8% | -3.2% | +58.1% | +32.1% |
| All | +54.8% | -3.7% | +58.5% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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