-7.9%
PYPL vs ADM
+29.8%
-37.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.4% |
| 7D | +6.5% | -8.3% | +14.7% | +5.8% |
| 30D | +10.6% | -14.1% | +24.7% | +9.4% |
| 3M | +3.1% | -10.7% | +13.8% | +2.4% |
| 6M | +20.2% | -5.9% | +26.1% | +19.8% |
| YTD | +4.0% | +25.8% | -21.7% | +3.8% |
| 1Y | -7.9% | +21.3% | -29.2% | -8.5% |
| All | -7.9% | +29.8% | -37.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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