+132.8%
AMAT vs PYPL
+5.2%
+127.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -13.1% |
| 7D | -24.3% | +3.5% | -27.8% | -24.9% |
| 30D | -39.8% | +8.0% | -47.8% | -40.8% |
| 3M | -40.2% | +2.0% | -42.2% | -40.7% |
| 6M | -22.1% | +27.6% | -49.7% | -28.1% |
| YTD | +24.7% | +1.9% | +22.8% | +22.7% |
| 1Y | +33.3% | -12.4% | +45.7% | +39.0% |
| All | +132.8% | +5.2% | +127.6% | +118.9% |
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