-21.4%
PYPL vs AMT
-6.1%
-15.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.2% | -3.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -9.7% | +1.8% | -11.6% | -10.2% |
| 3M | +29.2% | -6.2% | +35.4% | +29.8% |
| 6M | +13.9% | -5.0% | +18.9% | +13.5% |
| YTD | -8.1% | +2.1% | -10.2% | -8.7% |
| 1Y | -21.4% | -5.7% | -15.6% | -23.1% |
| All | -21.4% | -6.1% | -15.3% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling