+61.9%
PYPL vs AME
+367.2%
-305.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.0% | -4.1% | +5.1% | +3.3% |
| 30D | +5.9% | -4.1% | +10.0% | +7.9% |
| 3M | -0.2% | -5.6% | +5.4% | +2.6% |
| 6M | +30.3% | +2.8% | +27.5% | +26.0% |
| YTD | +1.6% | +16.6% | -15.0% | -10.8% |
| 1Y | -10.3% | +21.1% | -31.4% | -23.3% |
| 3Y | +8.5% | +61.1% | -52.6% | -24.7% |
| 5Y | -71.0% | +76.6% | -147.5% | -81.1% |
| 10Y | +46.9% | +431.3% | -384.4% | -51.9% |
| All | +61.9% | +367.2% | -305.3% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling