+51.4%
PYPL vs AMC
-98.8%
+150.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.4% | -3.2% |
| 7D | +2.7% | +2.3% | +0.4% | +2.6% |
| 30D | -4.9% | -0.7% | -4.1% | -4.9% |
| 3M | +28.9% | +35.2% | -6.3% | +27.2% |
| 6M | +18.2% | +124.6% | -106.3% | +14.6% |
| YTD | -5.0% | +69.9% | -74.9% | -7.3% |
| 1Y | -18.8% | -2.6% | -16.3% | -19.5% |
| 3Y | -12.6% | -79.8% | +67.2% | -11.4% |
| 5Y | -80.8% | -99.4% | +18.6% | -79.6% |
| 10Y | +49.9% | -98.9% | +148.8% | +69.7% |
| All | +51.4% | -98.8% | +150.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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