+54.4%
PYPL vs ADM
+133.7%
-79.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.8% |
| 7D | +0.1% | +4.2% | -4.1% | -1.3% |
| 30D | +5.7% | -12.8% | +18.5% | +10.4% |
| 3M | -1.9% | -8.5% | +6.5% | +0.4% |
| 6M | +31.8% | -10.9% | +42.7% | +35.7% |
| YTD | +2.4% | +29.4% | -27.0% | -8.5% |
| 1Y | -8.2% | +27.5% | -35.8% | -17.7% |
| 3Y | +10.2% | +10.3% | -0.1% | +0.9% |
| 5Y | -71.2% | +27.4% | -98.6% | -76.2% |
| All | +54.4% | +133.7% | -79.3% | -9.3% |
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