+285.6%
APH vs PYPL
-12.3%
+298.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.6% |
| 7D | +5.0% | +2.7% | +2.3% | +4.3% |
| 30D | -3.9% | -4.9% | +1.0% | -3.1% |
| 3M | +13.0% | +28.9% | -15.9% | +4.4% |
| 6M | +25.2% | +18.2% | +6.9% | +18.3% |
| YTD | +22.9% | -5.0% | +28.0% | +22.4% |
| 1Y | +47.8% | -18.8% | +66.7% | +53.5% |
| All | +285.6% | -12.3% | +298.0% | +281.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling