+129.4%
ADM vs PAYC
+1,328.4%
-1,199.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.3% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | -14.7% | +5.2% | -19.9% | -15.3% |
| 3M | -10.4% | +18.0% | -28.4% | -12.5% |
| 6M | -10.9% | +81.6% | -92.6% | -18.4% |
| YTD | +26.0% | +57.3% | -31.3% | +17.1% |
| 1Y | +26.5% | +49.8% | -23.3% | +18.3% |
| 3Y | +8.2% | +49.0% | -40.8% | -0.5% |
| 5Y | +24.0% | -47.8% | +71.8% | +28.1% |
| 10Y | +128.4% | +515.8% | -387.4% | +63.5% |
| All | +129.4% | +1,328.4% | -1,199.0% | +55.0% |
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 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