-32.3%
AMT vs PAYC
-53.3%
+21.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.7% |
| 7D | -0.2% | -7.9% | +7.7% | +1.0% |
| 30D | +1.8% | +2.1% | -0.3% | +1.5% |
| 3M | -6.2% | +61.8% | -68.0% | -13.2% |
| 6M | -5.0% | +59.9% | -64.9% | -12.2% |
| YTD | +2.1% | +38.5% | -36.4% | -3.8% |
| 1Y | -5.7% | -1.4% | -4.4% | -6.5% |
| 3Y | +7.9% | -21.0% | +28.9% | +8.6% |
| 5Y | -32.3% | -52.9% | +20.6% | -27.2% |
| All | -32.3% | -53.3% | +21.0% | -27.2% |
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