-22.1%
AMAT vs PYPL
+30.7%
-52.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -14.1% |
| 7D | -24.3% | +3.5% | -27.8% | -23.5% |
| 30D | -39.8% | +8.0% | -47.8% | -38.5% |
| 3M | -40.2% | +2.0% | -42.2% | -38.9% |
| 6M | -22.1% | +27.6% | -49.7% | -16.0% |
| All | -22.1% | +30.7% | -52.8% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling