+10.2%
PYPL vs AMP
+61.6%
-51.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.0% |
| 7D | +0.1% | +3.9% | -3.9% | -2.1% |
| 30D | +5.7% | +5.1% | +0.6% | +2.7% |
| 3M | -1.9% | -8.7% | +6.8% | +2.9% |
| 6M | +31.8% | +11.4% | +20.4% | +23.5% |
| YTD | +2.4% | +7.3% | -4.9% | -3.1% |
| 1Y | -8.2% | +14.6% | -22.8% | -17.0% |
| 3Y | +10.2% | +61.2% | -51.0% | -13.7% |
| All | +10.2% | +61.6% | -51.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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