+955.2%
APH vs PYPL
+41.9%
+913.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -5.0% | +1.0% | -6.0% | -5.3% |
| 30D | -8.4% | +5.9% | -14.2% | -10.0% |
| 3M | -4.5% | -0.2% | -4.3% | -5.0% |
| 6M | +25.3% | +30.3% | -5.0% | +13.6% |
| YTD | +18.9% | +1.6% | +17.3% | +15.1% |
| 1Y | +11.9% | -10.3% | +22.2% | +12.8% |
| 3Y | +278.0% | +8.5% | +269.4% | +246.2% |
| 5Y | +306.4% | -71.0% | +377.4% | +443.9% |
| 10Y | +955.2% | +46.9% | +908.2% | +610.2% |
| All | +955.2% | +41.9% | +913.3% | +610.2% |
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