+51.4%
PYPL vs AME
+365.3%
-313.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -4.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.3% |
| 30D | -4.9% | -6.7% | +1.8% | -0.6% |
| 3M | +28.9% | +4.1% | +24.8% | +24.9% |
| 6M | +18.2% | +1.6% | +16.7% | +15.3% |
| YTD | -5.0% | +16.1% | -21.2% | -15.7% |
| 1Y | -18.8% | +27.3% | -46.2% | -32.6% |
| 3Y | -12.6% | +50.9% | -63.4% | -36.0% |
| 5Y | -80.8% | +81.4% | -162.2% | -87.6% |
| 10Y | +49.9% | +417.0% | -367.0% | -49.7% |
| All | +51.4% | +365.3% | -313.9% | -46.3% |
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