+58.4%
AMCR vs PAYC
+1,137.5%
-1,079.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | -6.3% | -8.7% | +2.5% | -5.2% |
| 30D | -7.1% | +1.2% | -8.3% | -7.3% |
| 3M | +12.7% | +58.6% | -45.9% | +5.3% |
| 6M | +5.2% | +56.6% | -51.5% | -2.0% |
| YTD | +8.1% | +36.2% | -28.2% | +2.4% |
| 1Y | +11.7% | -2.2% | +13.9% | +10.8% |
| 3Y | +9.9% | -22.3% | +32.2% | +9.6% |
| 5Y | -8.7% | -53.9% | +45.2% | -4.7% |
| 10Y | +16.8% | +347.5% | -330.7% | +8.9% |
| All | +58.4% | +1,137.5% | -1,079.1% | +42.1% |
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