+51.4%
PYPL vs AMT
+144.9%
-93.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -2.5% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -4.9% | +4.6% | -9.5% | -7.0% |
| 3M | +28.9% | -8.4% | +37.3% | +33.8% |
| 6M | +18.2% | -6.0% | +24.3% | +20.8% |
| YTD | -5.0% | +2.1% | -7.2% | -7.2% |
| 1Y | -18.8% | -6.4% | -12.4% | -17.6% |
| 3Y | -12.6% | +8.1% | -20.6% | -21.4% |
| 5Y | -80.8% | -31.9% | -48.9% | -78.1% |
| 10Y | +49.9% | +97.1% | -47.2% | -6.9% |
| All | +51.4% | +144.9% | -93.6% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling