-11.3%
ABT vs PAYX
+21.7%
-33.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -5.9% | -4.9% | -1.0% | -4.1% |
| 30D | -8.1% | -3.8% | -4.3% | -6.8% |
| 3M | +14.5% | +17.9% | -3.3% | +7.4% |
| 6M | -6.3% | +26.1% | -32.4% | -14.6% |
| YTD | -17.1% | +6.7% | -23.9% | -19.5% |
| 1Y | -21.4% | -10.7% | -10.6% | -17.8% |
| 3Y | +5.9% | +7.0% | -1.0% | -0.4% |
| All | -11.3% | +21.7% | -33.0% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling