+930.0%
APH vs PYPL
+48.4%
+881.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -5.4% | +5.7% | -11.1% | -7.1% |
| 3M | -5.5% | -1.9% | -3.5% | -5.5% |
| 6M | +25.9% | +31.8% | -5.9% | +13.7% |
| YTD | +16.4% | +2.4% | +13.9% | +12.3% |
| 1Y | +16.5% | -8.2% | +24.7% | +16.5% |
| 3Y | +270.9% | +10.2% | +260.6% | +237.9% |
| 5Y | +289.5% | -71.2% | +360.7% | +423.5% |
| All | +930.0% | +48.4% | +881.6% | +564.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling