+1,210.5%
APH vs PYPL
+46.2%
+1,164.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.8% |
| 7D | +5.0% | +2.7% | +2.3% | +4.0% |
| 30D | -3.9% | -4.9% | +1.0% | -2.9% |
| 3M | +13.0% | +28.9% | -15.9% | +2.9% |
| 6M | +25.2% | +18.2% | +6.9% | +16.9% |
| YTD | +22.9% | -5.0% | +28.0% | +21.6% |
| 1Y | +47.8% | -18.8% | +66.7% | +52.9% |
| 3Y | +283.0% | -12.6% | +295.6% | +275.9% |
| 5Y | +349.7% | -80.8% | +430.4% | +589.5% |
| 10Y | +1,061.2% | +49.9% | +1,011.3% | +708.5% |
| All | +1,210.5% | +46.2% | +1,164.2% | +795.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling