-22.1%
PYPL vs ADM
+42.9%
-64.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -1.7% |
| 7D | -4.3% | +1.4% | -5.7% | -4.2% |
| 30D | -11.5% | +8.2% | -19.7% | -10.9% |
| 3M | +26.1% | +8.7% | +17.4% | +26.9% |
| 6M | +13.7% | +29.1% | -15.4% | +14.0% |
| YTD | -9.8% | +53.7% | -63.5% | -10.2% |
| 1Y | -22.1% | +43.2% | -65.3% | -22.1% |
| All | -22.1% | +42.9% | -64.9% | -22.1% |
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