-13.5%
PYPL vs AMDL
+95.0%
-108.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.2% | -12.2% | -3.7% |
| 7D | +2.7% | +4.5% | -1.9% | +2.3% |
| 30D | -4.9% | -4.4% | -0.5% | -4.8% |
| 3M | +28.9% | -30.5% | +59.4% | +29.0% |
| 6M | +18.2% | +300.9% | -282.6% | -5.4% |
| YTD | -5.0% | +219.9% | -225.0% | -23.4% |
| 1Y | -18.8% | +374.7% | -393.5% | -39.7% |
| All | -13.5% | +95.0% | -108.5% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling