-7.5%
PYPL vs AMDL
+92.1%
-99.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.3% |
| 7D | +1.0% | +5.4% | -4.4% | -0.2% |
| 30D | +5.9% | -36.6% | +42.5% | +7.6% |
| 3M | -0.2% | -1.0% | +0.7% | -2.5% |
| 6M | +30.3% | -12.1% | +42.4% | +24.0% |
| YTD | +1.6% | +215.1% | -213.5% | -19.7% |
| 1Y | -10.3% | +130.4% | -140.7% | -26.9% |
| All | -7.5% | +92.1% | -99.5% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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