+63.2%
PYPL vs ACM
+117.7%
-54.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +3.9% | +5.4% | -1.5% | +1.8% |
| 30D | +7.8% | +15.1% | -7.3% | +1.8% |
| 3M | -0.7% | -10.5% | +9.8% | +2.9% |
| 6M | +28.8% | -19.7% | +48.5% | +38.5% |
| YTD | +2.4% | -28.8% | +31.2% | +15.0% |
| 1Y | -9.6% | -47.9% | +38.3% | +15.7% |
| 3Y | +9.7% | -12.4% | +22.0% | +11.7% |
| 5Y | -73.5% | +0.6% | -74.0% | -74.3% |
| 10Y | +46.5% | +161.3% | -114.8% | -8.5% |
| All | +63.2% | +117.7% | -54.6% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling