-81.1%
PYPL vs AME
+85.0%
-166.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +1.7% | +2.8% | -1.0% | -0.1% |
| 30D | -9.7% | -6.3% | -3.5% | -5.8% |
| 3M | +29.2% | +5.4% | +23.8% | +23.8% |
| 6M | +13.9% | +7.4% | +6.4% | +6.5% |
| YTD | -8.1% | +16.2% | -24.3% | -19.6% |
| 1Y | -21.4% | +26.8% | -48.2% | -36.1% |
| 3Y | -11.8% | +57.5% | -69.3% | -41.8% |
| 5Y | -81.1% | +84.8% | -166.0% | -90.1% |
| All | -81.1% | +85.0% | -166.2% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling