+167.6%
AMAT vs PYPL
-71.1%
+238.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.7% |
| 7D | +7.0% | -1.2% | +8.1% | +7.5% |
| 30D | -20.6% | +6.1% | -26.7% | -22.2% |
| 3M | -24.8% | +1.1% | -25.8% | -25.6% |
| 6M | -10.7% | +32.7% | -43.5% | -21.3% |
| YTD | +54.3% | +2.8% | +51.5% | +47.6% |
| 1Y | +73.7% | -10.8% | +84.5% | +76.1% |
| 3Y | +168.4% | +9.8% | +158.6% | +138.6% |
| 5Y | +167.6% | -70.2% | +237.8% | +240.7% |
| All | +167.6% | -71.1% | +238.6% | +240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling