+311.3%
ARM vs PAYX
+8.2%
+303.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.7% | +4.4% |
| 7D | +11.4% | -6.9% | +18.3% | +12.7% |
| 30D | -7.4% | -2.6% | -4.9% | -7.2% |
| 3M | -24.5% | +19.4% | -43.9% | -29.2% |
| 6M | +128.7% | +18.7% | +110.0% | +114.6% |
| YTD | +139.3% | +7.8% | +131.5% | +134.4% |
| 1Y | +88.0% | -9.9% | +97.8% | +102.7% |
| All | +311.3% | +8.2% | +303.1% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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