+195.5%
AMGN vs PAYC
+358.9%
-163.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.5% |
| 7D | -13.7% | -5.5% | -8.2% | -13.0% |
| 30D | -8.8% | +3.8% | -12.6% | -9.2% |
| 3M | +7.2% | +65.8% | -58.6% | -0.1% |
| 6M | +1.3% | +68.7% | -67.4% | -6.3% |
| YTD | +17.6% | +38.3% | -20.7% | +11.6% |
| 1Y | +37.2% | -2.4% | +39.6% | +36.2% |
| 3Y | +57.7% | -21.5% | +79.3% | +56.9% |
| 5Y | +106.3% | -52.7% | +159.0% | +116.1% |
| All | +195.5% | +358.9% | -163.3% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling