+47.2%
PYPL vs ADM
+100.2%
-53.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.2% | -7.8% | +10.0% | +4.8% |
| 30D | +8.1% | -12.6% | +20.7% | +12.8% |
| 3M | +1.9% | -8.2% | +10.1% | +4.1% |
| 6M | +33.1% | -8.9% | +42.0% | +35.7% |
| YTD | +3.8% | +24.0% | -20.2% | -5.9% |
| 1Y | -8.3% | +26.2% | -34.5% | -17.5% |
| 3Y | +11.9% | +7.0% | +4.9% | +3.4% |
| 5Y | -70.4% | +24.9% | -95.3% | -75.4% |
| 10Y | +47.2% | +102.6% | -55.5% | -12.4% |
| All | +47.2% | +100.2% | -53.1% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling