+185.4%
ARM vs PYPL
-7.0%
+192.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.9% |
| 7D | -10.4% | +1.0% | -11.4% | -10.6% |
| 30D | -31.8% | +5.9% | -37.7% | -33.2% |
| 3M | -32.2% | -0.2% | -32.0% | -32.5% |
| 6M | -14.9% | +30.3% | -45.2% | -24.1% |
| YTD | +66.0% | +1.6% | +64.5% | +61.5% |
| 1Y | +17.2% | -10.3% | +27.5% | +20.2% |
| 3Y | +247.2% | +8.5% | +238.7% | +203.3% |
| All | +185.4% | -7.0% | +192.4% | +210.0% |
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