+174.6%
ARM vs PYPL
-6.2%
+180.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.3% | +4.6% |
| 7D | -15.2% | +3.9% | -19.1% | -16.4% |
| 30D | -40.7% | +7.8% | -48.5% | -42.3% |
| 3M | -39.1% | -0.7% | -38.4% | -39.2% |
| 6M | -26.4% | +28.8% | -55.2% | -34.1% |
| YTD | +59.7% | +2.4% | +57.4% | +54.9% |
| 1Y | +10.3% | -9.6% | +19.9% | +12.8% |
| 3Y | +228.9% | +9.7% | +219.2% | +185.7% |
| All | +174.6% | -6.2% | +180.8% | +197.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling