+811.4%
EBAY vs BAH
+886.2%
-74.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -2.0% |
| 7D | -2.1% | -3.2% | +1.2% | -1.3% |
| 30D | -6.7% | +2.0% | -8.7% | -7.3% |
| 3M | -5.0% | -7.6% | +2.7% | -3.6% |
| 6M | +14.6% | -5.7% | +20.3% | +15.1% |
| YTD | +19.8% | -11.7% | +31.5% | +21.7% |
| 1Y | +12.6% | -27.4% | +39.9% | +19.7% |
| 3Y | +141.0% | -32.5% | +173.5% | +151.2% |
| 5Y | +47.5% | -3.3% | +50.9% | +36.6% |
| 10Y | +263.3% | +186.0% | +77.3% | +141.9% |
| All | +811.4% | +886.2% | -74.8% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling