+165.0%
AMAT vs PYPL
+8.8%
+156.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.4% | +10.0% | +11.1% |
| 7D | -1.1% | +2.2% | -3.2% | -1.5% |
| 30D | -26.9% | +8.1% | -35.1% | -28.2% |
| 3M | -31.2% | +1.9% | -33.1% | -31.7% |
| 6M | -14.7% | +33.1% | -47.8% | -22.1% |
| YTD | +44.7% | +3.8% | +40.9% | +41.9% |
| 1Y | +62.0% | -8.3% | +70.3% | +66.5% |
| 3Y | +165.0% | +11.9% | +153.1% | +150.8% |
| All | +165.0% | +8.8% | +156.1% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling