+46.5%
PYPL vs AMCR
+36.9%
+9.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.6% |
| 7D | +1.7% | -1.8% | +3.6% | +2.4% |
| 30D | -9.7% | -6.0% | -3.7% | -7.9% |
| 3M | +29.2% | +18.9% | +10.3% | +21.7% |
| 6M | +13.9% | +5.7% | +8.2% | +11.0% |
| YTD | -8.1% | +11.1% | -19.2% | -12.9% |
| 1Y | -21.4% | +12.7% | -34.1% | -26.0% |
| 3Y | -11.8% | +9.6% | -21.4% | -17.0% |
| 5Y | -81.1% | -10.3% | -70.8% | -80.9% |
| 10Y | +36.9% | +16.5% | +20.5% | +18.7% |
| All | +46.5% | +36.9% | +9.6% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling