-7.7%
AAL vs PAYX
+6.4%
-14.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.9% | -4.9% | +3.9% | +0.7% |
| 30D | -12.9% | -3.8% | -9.1% | -11.9% |
| 3M | -11.2% | +17.9% | -29.1% | -16.9% |
| 6M | +17.8% | +26.1% | -8.2% | +6.5% |
| YTD | -15.1% | +6.7% | -21.9% | -16.7% |
| 1Y | +0.5% | -10.7% | +11.2% | +8.4% |
| 3Y | -7.7% | +7.0% | -14.6% | -9.7% |
| All | -7.7% | +6.4% | -14.1% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling