+173.4%
ADM vs PAYC
+1,229.9%
-1,056.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.7% |
| 7D | +3.8% | -2.9% | +6.6% | +4.1% |
| 30D | +9.8% | +32.8% | -23.0% | +5.4% |
| 3M | +2.1% | +69.3% | -67.1% | -5.4% |
| 6M | +27.5% | +74.0% | -46.5% | +17.2% |
| YTD | +50.2% | +46.4% | +3.8% | +41.1% |
| 1Y | +40.6% | +4.2% | +36.4% | +38.2% |
| 3Y | +17.2% | -19.7% | +37.0% | +16.2% |
| 5Y | +61.9% | -52.0% | +113.9% | +69.0% |
| 10Y | +159.3% | +356.9% | -197.6% | +91.6% |
| All | +173.4% | +1,229.9% | -1,056.4% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling