+51.4%
PYPL vs ADM
+144.9%
-93.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +2.7% | +3.8% | -1.1% | +1.4% |
| 30D | -4.9% | +9.8% | -14.6% | -8.1% |
| 3M | +28.9% | +2.1% | +26.7% | +27.3% |
| 6M | +18.2% | +27.5% | -9.3% | +7.2% |
| YTD | -5.0% | +50.2% | -55.2% | -19.0% |
| 1Y | -18.8% | +40.6% | -59.4% | -29.4% |
| 3Y | -12.6% | +17.2% | -29.8% | -20.9% |
| 5Y | -80.8% | +61.9% | -142.7% | -85.4% |
| 10Y | +49.9% | +159.3% | -109.4% | -14.3% |
| All | +51.4% | +144.9% | -93.5% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling