+51.4%
PYPL vs ARMK
+190.4%
-139.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.8% |
| 7D | +2.7% | -2.4% | +5.1% | +3.5% |
| 30D | -4.9% | 0.0% | -4.9% | -5.0% |
| 3M | +28.9% | +6.7% | +22.2% | +25.9% |
| 6M | +18.2% | +38.8% | -20.6% | +5.6% |
| YTD | -5.0% | +55.2% | -60.2% | -18.3% |
| 1Y | -18.8% | +46.6% | -65.4% | -29.0% |
| 3Y | -12.6% | +112.9% | -125.5% | -32.7% |
| 5Y | -80.8% | +144.0% | -224.7% | -85.8% |
| 10Y | +49.9% | +132.4% | -82.5% | +12.2% |
| All | +51.4% | +190.4% | -139.1% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling