+109.1%
AMGN vs PAYC
-54.0%
+163.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | -13.9% | -10.2% | -3.7% | -13.2% |
| 30D | -7.1% | +2.0% | -9.1% | -7.2% |
| 3M | +13.9% | +58.3% | -44.4% | +10.2% |
| 6M | +3.2% | +64.5% | -61.3% | -0.6% |
| YTD | +19.2% | +36.5% | -17.3% | +16.3% |
| 1Y | +41.1% | -1.3% | +42.4% | +40.8% |
| 3Y | +61.3% | -22.1% | +83.4% | +60.0% |
| 5Y | +109.1% | -53.3% | +162.4% | +104.1% |
| All | +109.1% | -54.0% | +163.1% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling