+522.3%
APH vs PYPL
+46.2%
+476.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.6% | -52.4% | -49.1% |
| 7D | -48.7% | -10.4% | -38.3% | -47.8% |
| 30D | -51.9% | -4.9% | -47.0% | -52.0% |
| 3M | -43.6% | +28.9% | -72.4% | -49.2% |
| 6M | -37.5% | +18.2% | -55.8% | -42.4% |
| YTD | -38.6% | -5.0% | -33.6% | -40.0% |
| 1Y | -26.3% | -18.8% | -7.5% | -24.7% |
| 3Y | +89.2% | -12.6% | +101.8% | +83.4% |
| 5Y | +119.8% | -80.8% | +200.6% | +233.1% |
| 10Y | +454.3% | +49.9% | +404.3% | +281.0% |
| All | +522.3% | +46.2% | +476.1% | +319.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling