-11.8%
PYPL vs ACM
-45.0%
+33.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +1.0% | +6.6% | -5.6% | -0.1% |
| 30D | +5.9% | +19.8% | -13.9% | +2.9% |
| 3M | -0.2% | -3.1% | +2.9% | -0.2% |
| 6M | +30.3% | -11.5% | +41.8% | +31.7% |
| YTD | +1.6% | -24.7% | +26.3% | +5.4% |
| All | -11.8% | -45.0% | +33.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling