+296.4%
ARM vs PYPL
-13.0%
+309.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +7.0% | +5.0% |
| 7D | +5.5% | +2.7% | +2.8% | +4.3% |
| 30D | -8.2% | -4.9% | -3.3% | -6.7% |
| 3M | -35.9% | +28.9% | -64.8% | -42.7% |
| 6M | +103.1% | +18.2% | +84.9% | +87.6% |
| YTD | +130.6% | -5.0% | +135.6% | +130.3% |
| 1Y | +86.1% | -18.8% | +104.9% | +98.2% |
| All | +296.4% | -13.0% | +309.4% | +342.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling