+5.7%
AMGN vs PAYC
+61.3%
-55.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.4% | -4.7% | -10.0% |
| 7D | -10.3% | -7.9% | -2.4% | -10.2% |
| 30D | -3.8% | +2.1% | -5.9% | -3.5% |
| 3M | +14.4% | +61.8% | -47.4% | +16.5% |
| All | +5.7% | +61.3% | -55.6% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling