+57.7%
AMGN vs PAYX
+6.4%
+51.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -13.7% | -4.9% | -8.8% | -12.5% |
| 30D | -8.8% | -3.8% | -5.0% | -7.9% |
| 3M | +7.2% | +17.9% | -10.7% | +3.1% |
| 6M | +1.3% | +26.1% | -24.8% | -4.5% |
| YTD | +17.6% | +6.7% | +10.9% | +16.8% |
| 1Y | +37.2% | -10.7% | +47.9% | +44.7% |
| 3Y | +57.7% | +7.0% | +50.8% | +55.0% |
| All | +57.7% | +6.4% | +51.3% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 3y: compounded portfolio wealth divided by compounded PAYX 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…
3y analysis · Full analysis span regression · 6 months rolling