+1,162.1%
AMAT vs PYPL
+44.3%
+1,117.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | -14.7% | +3.9% | -18.6% | -16.3% |
| 30D | -36.1% | +7.8% | -43.9% | -38.5% |
| 3M | -36.9% | -0.7% | -36.2% | -37.5% |
| 6M | -22.2% | +28.8% | -51.0% | -34.0% |
| YTD | +29.9% | +2.4% | +27.6% | +20.8% |
| 1Y | +43.3% | -9.6% | +52.9% | +42.2% |
| 3Y | +142.7% | +9.7% | +133.0% | +102.8% |
| 5Y | +126.2% | -73.5% | +199.7% | +304.6% |
| All | +1,162.1% | +44.3% | +1,117.8% | +632.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 10y: compounded portfolio wealth divided by compounded PYPL 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…
10y analysis · Full analysis span regression · 6 months rolling