-81.0%
PYPL vs AMCR
-9.6%
-71.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -5.9% | -5.0% | -1.0% | -3.7% |
| 30D | -9.4% | -8.0% | -1.4% | -5.9% |
| 3M | +31.3% | +14.3% | +17.0% | +23.0% |
| 6M | +19.1% | +5.3% | +13.8% | +15.0% |
| YTD | -7.9% | +7.7% | -15.6% | -13.8% |
| 1Y | -17.9% | +10.8% | -28.7% | -24.7% |
| 3Y | -11.6% | +9.6% | -21.2% | -22.2% |
| 5Y | -81.0% | -10.2% | -70.8% | -80.9% |
| All | -81.0% | -9.6% | -71.4% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling