+5.1%
APH vs PYPL
+30.7%
-25.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.3% | -9.3% |
| 7D | -12.7% | +3.5% | -16.2% | -12.6% |
| 30D | -19.2% | +8.0% | -27.1% | -19.1% |
| 3M | -16.7% | +2.0% | -18.7% | -16.4% |
| 6M | +5.1% | +27.6% | -22.4% | +10.2% |
| All | +5.1% | +30.7% | -25.6% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling