+23.5%
ADM vs PAYC
-49.7%
+73.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.4% | +2.2% |
| 7D | +0.1% | -9.5% | +9.6% | +0.7% |
| 30D | -11.8% | +3.3% | -15.1% | -12.0% |
| 3M | -11.3% | +14.5% | -25.8% | -12.1% |
| 6M | -10.0% | +76.0% | -86.1% | -13.8% |
| YTD | +25.9% | +53.4% | -27.5% | +21.7% |
| 1Y | +26.7% | +43.8% | -17.1% | +23.0% |
| 3Y | +8.1% | +45.3% | -37.1% | +4.4% |
| 5Y | +23.5% | -48.9% | +72.4% | +29.0% |
| All | +23.5% | -49.7% | +73.2% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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