+3,452.6%
ALNY vs PAYX
+534.5%
+2,918.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.2% |
| 7D | -6.5% | -4.9% | -1.7% | -3.8% |
| 30D | +11.0% | -3.8% | +14.8% | +13.3% |
| 3M | -14.1% | +17.9% | -31.9% | -21.9% |
| 6M | -22.4% | +26.1% | -48.5% | -32.9% |
| YTD | -37.5% | +6.7% | -44.2% | -40.8% |
| 1Y | -46.9% | -10.7% | -36.2% | -44.2% |
| 3Y | +22.1% | +7.0% | +15.1% | +10.8% |
| 5Y | +31.2% | +22.6% | +8.6% | +7.7% |
| 10Y | +256.3% | +166.5% | +89.8% | +54.3% |
| All | +3,452.6% | +534.5% | +2,918.0% | +581.4% |
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