+40.1%
PYPL vs AMCR
+14.6%
+25.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | -2.3% | -6.3% | +4.0% | +0.2% |
| 30D | -9.0% | -7.8% | -1.2% | -6.3% |
| 3M | +30.6% | +7.5% | +23.0% | +26.8% |
| 6M | +18.6% | +2.7% | +15.9% | +16.4% |
| YTD | -7.2% | +6.0% | -13.2% | -11.1% |
| 1Y | -19.3% | +7.8% | -27.0% | -23.3% |
| 3Y | -12.3% | +5.8% | -18.1% | -17.3% |
| 5Y | -80.9% | -11.6% | -69.3% | -80.5% |
| All | +40.1% | +14.6% | +25.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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