+63.2%
PYPL vs AMC
-98.6%
+161.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.4% |
| 7D | +3.9% | +2.6% | +1.3% | +3.8% |
| 30D | +7.8% | +9.0% | -1.2% | +7.5% |
| 3M | -0.7% | +22.2% | -22.8% | -1.4% |
| 6M | +28.8% | +91.5% | -62.7% | +25.4% |
| YTD | +2.4% | +101.3% | -98.9% | -0.7% |
| 1Y | -9.6% | +20.8% | -30.4% | -11.0% |
| 3Y | +9.7% | -71.3% | +81.0% | +10.3% |
| 5Y | -73.5% | -99.2% | +25.8% | -72.1% |
| 10Y | +46.5% | -98.7% | +145.2% | +66.2% |
| All | +63.2% | -98.6% | +161.8% | +76.8% |
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