+965.7%
EBAY vs BAH
+1,076.0%
-110.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -0.9% | +1.7% | -2.6% | -1.3% |
| 30D | +3.5% | +20.8% | -17.3% | -1.4% |
| 3M | +16.0% | +11.6% | +4.4% | +12.4% |
| 6M | +7.6% | +23.1% | -15.5% | +1.1% |
| YTD | +40.1% | +5.3% | +34.8% | +35.8% |
| 1Y | +45.0% | +6.1% | +38.9% | +40.1% |
| 3Y | +228.1% | -27.5% | +255.6% | +237.5% |
| 5Y | +78.6% | +6.2% | +72.5% | +61.8% |
| 10Y | +378.8% | +202.2% | +176.5% | +215.1% |
| All | +965.7% | +1,076.0% | -110.3% | +345.5% |
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