+957.8%
AAOI vs PAYX
+329.1%
+628.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -0.2% | -4.9% | +4.7% | +1.9% |
| 30D | -23.7% | -3.8% | -19.9% | -23.2% |
| 3M | -39.0% | +17.9% | -56.9% | -46.2% |
| 6M | -17.0% | +26.1% | -43.1% | -30.4% |
| YTD | +202.2% | +6.7% | +195.5% | +173.3% |
| 1Y | +292.4% | -10.7% | +303.2% | +296.1% |
| 3Y | +804.4% | +7.0% | +797.4% | +700.1% |
| 5Y | +1,318.0% | +22.6% | +1,295.4% | +1,059.1% |
| 10Y | +436.7% | +166.5% | +270.2% | +147.3% |
| All | +957.8% | +329.1% | +628.7% | +217.1% |
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