+4,623.3%
ADSK vs PAYX
+35,385.9%
-30,762.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.5% | -4.9% | +2.3% | -0.6% |
| 30D | -14.9% | -3.8% | -11.1% | -13.4% |
| 3M | +3.3% | +17.9% | -14.5% | -2.8% |
| 6M | -15.7% | +26.1% | -41.7% | -22.6% |
| YTD | -28.2% | +6.7% | -35.0% | -29.7% |
| 1Y | -34.5% | -10.7% | -23.8% | -31.5% |
| 3Y | -2.9% | +7.0% | -9.9% | -6.0% |
| 5Y | -25.3% | +22.6% | -47.9% | -30.4% |
| 10Y | +217.8% | +166.5% | +51.3% | +125.9% |
| All | +4,623.3% | +35,385.9% | -30,762.6% | +1,079.5% |
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