+1,587.5%
AMAT vs PYPL
+50.0%
+1,537.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +5.8% |
| 7D | -1.5% | +2.7% | -4.2% | -3.0% |
| 30D | -14.8% | -4.9% | -9.9% | -13.5% |
| 3M | -9.3% | +28.9% | -38.1% | -22.6% |
| 6M | +27.4% | +18.2% | +9.2% | +12.1% |
| YTD | +77.6% | -5.0% | +82.6% | +72.1% |
| 1Y | +188.9% | -18.8% | +207.8% | +201.3% |
| 3Y | +202.3% | -12.6% | +214.9% | +186.1% |
| 5Y | +248.9% | -80.8% | +329.7% | +660.8% |
| All | +1,587.5% | +50.0% | +1,537.5% | +970.3% |
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