+147.1%
AMAT vs PYPL
-71.8%
+218.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.3% |
| 7D | +11.4% | +0.1% | +11.3% | +11.4% |
| 30D | -17.0% | +5.7% | -22.7% | -18.6% |
| 3M | -30.6% | -1.9% | -28.7% | -30.6% |
| 6M | -14.9% | +31.8% | -46.8% | -24.8% |
| YTD | +44.7% | +2.4% | +42.2% | +38.5% |
| 1Y | +66.9% | -8.2% | +75.1% | +67.1% |
| 3Y | +153.3% | +10.2% | +143.1% | +124.7% |
| All | +147.1% | -71.8% | +218.9% | +220.5% |
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