+951.3%
APH vs PYPL
+49.6%
+901.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.4% | +6.8% | +7.8% |
| 7D | +1.1% | +2.2% | -1.1% | +0.4% |
| 30D | -7.5% | +8.1% | -15.6% | -9.7% |
| 3M | -4.4% | +1.9% | -6.3% | -5.6% |
| 6M | +26.5% | +33.1% | -6.7% | +13.9% |
| YTD | +20.0% | +3.8% | +16.3% | +15.5% |
| 1Y | +16.9% | -8.3% | +25.2% | +17.0% |
| 3Y | +288.5% | +11.9% | +276.6% | +252.5% |
| 5Y | +310.3% | -70.4% | +380.7% | +446.4% |
| 10Y | +951.3% | +47.2% | +904.1% | +604.2% |
| All | +951.3% | +49.6% | +901.7% | +604.2% |
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