+36.9%
PYPL vs ARMK
+136.6%
-99.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.7% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | -9.7% | +3.1% | -12.9% | -10.7% |
| 3M | +29.2% | +9.2% | +20.0% | +25.4% |
| 6M | +13.9% | +43.7% | -29.8% | +1.0% |
| YTD | -8.1% | +57.4% | -65.5% | -20.9% |
| 1Y | -21.4% | +51.9% | -73.2% | -31.6% |
| 3Y | -11.8% | +125.4% | -137.2% | -32.5% |
| 5Y | -81.1% | +149.1% | -230.2% | -86.0% |
| 10Y | +36.9% | +135.4% | -98.5% | +7.5% |
| All | +36.9% | +136.6% | -99.7% | +7.5% |
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