+97.1%
AKAM vs PAYC
+1,158.0%
-1,060.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.4% |
| 7D | -0.8% | -7.9% | +7.1% | +0.7% |
| 30D | -4.5% | +2.1% | -6.6% | -5.0% |
| 3M | -25.6% | +61.8% | -87.3% | -33.2% |
| 6M | +5.7% | +59.9% | -54.2% | -5.6% |
| YTD | +21.0% | +38.5% | -17.5% | +11.3% |
| 1Y | +33.9% | -1.4% | +35.3% | +31.6% |
| 3Y | +0.9% | -21.0% | +21.9% | 0.0% |
| 5Y | -6.9% | -52.9% | +46.0% | -0.7% |
| 10Y | +97.4% | +332.8% | -235.4% | +28.9% |
| All | +97.1% | +1,158.0% | -1,060.9% | +10.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling