+8,484.8%
PAYX vs ARWR
-97.1%
+8,581.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.9% |
| 7D | -6.9% | +2.9% | -9.8% | -6.9% |
| 30D | -2.6% | -2.9% | +0.3% | -2.6% |
| 3M | +19.4% | +15.2% | +4.2% | +19.4% |
| 6M | +18.7% | +42.3% | -23.6% | +18.5% |
| YTD | +7.8% | +28.2% | -20.4% | +7.7% |
| 1Y | -9.9% | +213.2% | -223.1% | -10.1% |
| 3Y | +7.4% | +184.6% | -177.2% | +7.0% |
| 5Y | +21.8% | +29.2% | -7.4% | +21.4% |
| 10Y | +161.3% | +1,012.5% | -851.3% | +159.9% |
| All | +8,484.8% | -97.1% | +8,581.8% | +9,151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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