+51.4%
PYPL vs ACM
+116.1%
-64.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | +2.7% | -3.7% | +6.4% | +4.3% |
| 30D | -4.9% | -11.1% | +6.2% | -1.1% |
| 3M | +28.9% | -8.0% | +36.9% | +31.9% |
| 6M | +18.2% | -29.7% | +47.9% | +34.5% |
| YTD | -5.0% | -29.4% | +24.3% | +7.1% |
| 1Y | -18.8% | -46.4% | +27.6% | +2.7% |
| 3Y | -12.6% | -22.3% | +9.8% | -6.3% |
| 5Y | -80.8% | +4.5% | -85.2% | -81.7% |
| 10Y | +49.9% | +127.6% | -77.7% | -0.5% |
| All | +51.4% | +116.1% | -64.7% | +5.8% |
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