-14.8%
PYPL vs AMCR
+8.5%
-23.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.1% |
| 7D | -4.3% | -6.3% | +1.9% | -2.5% |
| 30D | -11.5% | -7.1% | -4.3% | -9.6% |
| 3M | +26.1% | +12.7% | +13.5% | +21.8% |
| 6M | +13.7% | +5.2% | +8.5% | +11.6% |
| YTD | -9.8% | +8.1% | -17.9% | -13.6% |
| 1Y | -22.1% | +11.7% | -33.8% | -26.5% |
| All | -14.8% | +8.5% | -23.3% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling