+8.4%
PYPL vs AMT
+15.8%
-7.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -1.1% | -2.2% | +1.0% | -0.7% |
| 30D | +3.8% | +5.8% | -2.0% | +2.6% |
| 3M | -1.3% | +12.6% | -13.8% | -3.6% |
| 6M | +29.0% | +8.3% | +20.7% | +26.5% |
| YTD | +0.7% | +11.4% | -10.7% | -1.8% |
| 1Y | -12.3% | +7.7% | -20.0% | -14.1% |
| All | +8.4% | +15.8% | -7.4% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling