+51.9%
PYPL vs ARMK
+131.1%
-79.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.1% | +7.1% | -8.2% | -3.2% |
| 30D | +3.8% | -1.6% | +5.4% | +4.0% |
| 3M | -1.3% | -10.5% | +9.3% | +1.9% |
| 6M | +29.0% | +11.8% | +17.3% | +23.8% |
| YTD | +0.7% | +47.3% | -46.5% | -11.7% |
| 1Y | -12.3% | +41.5% | -53.7% | -22.2% |
| 3Y | +7.6% | +95.3% | -87.7% | -14.2% |
| 5Y | -71.7% | +108.1% | -179.8% | -78.0% |
| All | +51.9% | +131.1% | -79.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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