+385.9%
AMGN vs PAYC
+1,158.0%
-772.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.4% | -4.7% | -9.4% |
| 7D | -10.3% | -7.9% | -2.4% | -9.2% |
| 30D | -3.8% | +2.1% | -5.9% | -4.0% |
| 3M | +14.4% | +61.8% | -47.4% | +6.8% |
| 6M | +7.8% | +59.9% | -52.1% | +0.3% |
| YTD | +22.6% | +38.5% | -15.9% | +16.1% |
| 1Y | +44.2% | -1.4% | +45.6% | +42.8% |
| 3Y | +65.8% | -21.0% | +86.8% | +64.5% |
| 5Y | +108.0% | -52.9% | +160.9% | +116.8% |
| 10Y | +209.9% | +332.8% | -122.9% | +118.1% |
| All | +385.9% | +1,158.0% | -772.2% | +200.9% |
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