+1,362.0%
AMAT vs PYPL
+45.9%
+1,316.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.6% |
| 7D | +19.3% | -1.1% | +20.4% | +20.1% |
| 30D | -17.9% | +3.8% | -21.7% | -19.5% |
| 3M | -30.4% | -1.3% | -29.2% | -30.8% |
| 6M | -11.4% | +29.0% | -40.5% | -24.8% |
| YTD | +48.8% | +0.7% | +48.0% | +39.5% |
| 1Y | +66.0% | -12.3% | +78.3% | +67.6% |
| 3Y | +158.8% | +7.6% | +151.2% | +118.4% |
| 5Y | +153.2% | -71.7% | +224.9% | +336.1% |
| All | +1,362.0% | +45.9% | +1,316.1% | +682.6% |
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