+193.0%
ARM vs PYPL
-5.0%
+197.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +6.2% |
| 7D | -5.3% | +2.2% | -7.5% | -6.0% |
| 30D | -30.0% | +8.1% | -38.2% | -32.0% |
| 3M | -34.1% | +1.9% | -36.0% | -34.8% |
| 6M | -12.6% | +33.1% | -45.8% | -22.7% |
| YTD | +70.4% | +3.8% | +66.7% | +64.5% |
| 1Y | +22.3% | -8.3% | +30.6% | +24.4% |
| 3Y | +261.2% | +11.9% | +249.3% | +210.2% |
| All | +193.0% | -5.0% | +197.9% | +215.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling