+8.5%
PYPL vs AME
+63.2%
-54.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.0% | -4.1% | +5.1% | +2.6% |
| 30D | +5.9% | -4.1% | +10.0% | +7.3% |
| 3M | -0.2% | -5.6% | +5.4% | +1.8% |
| 6M | +30.3% | +2.8% | +27.5% | +27.1% |
| YTD | +1.6% | +16.6% | -15.0% | -9.0% |
| 1Y | -10.3% | +21.1% | -31.4% | -21.5% |
| 3Y | +8.5% | +61.1% | -52.6% | -18.5% |
| All | +8.5% | +63.2% | -54.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling