+86.1%
ARM vs PYPL
-20.5%
+106.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.2% | +4.7% |
| 7D | +5.5% | +2.4% | +3.0% | +4.7% |
| 30D | -8.2% | -5.1% | -3.1% | -6.9% |
| 3M | -35.9% | +28.6% | -64.5% | -40.9% |
| 6M | +103.1% | +17.9% | +85.2% | +92.0% |
| YTD | +130.6% | -5.3% | +135.9% | +130.6% |
| 1Y | +86.1% | -19.0% | +105.1% | +110.1% |
| All | +86.1% | -20.5% | +106.5% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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