-16.3%
PYPL vs AMDL
+117.8%
-134.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +11.7% | -14.9% | -4.1% |
| 7D | +1.7% | +19.9% | -18.2% | +0.2% |
| 30D | -9.7% | +6.3% | -16.0% | -10.4% |
| 3M | +29.2% | -9.9% | +39.1% | +26.7% |
| 6M | +13.9% | +394.3% | -380.4% | -10.7% |
| YTD | -8.1% | +257.3% | -265.4% | -26.6% |
| 1Y | -21.4% | +508.5% | -529.9% | -43.1% |
| All | -16.3% | +117.8% | -134.1% | -40.9% |
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