+216.3%
AMT vs PAYC
+1,292.9%
-1,076.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.0% | -0.4% |
| 7D | -2.4% | -9.5% | +7.1% | -0.7% |
| 30D | +4.2% | +3.3% | +1.0% | +3.5% |
| 3M | +13.4% | +14.5% | -1.1% | +10.6% |
| 6M | +9.4% | +76.0% | -66.7% | -1.8% |
| YTD | +11.7% | +53.4% | -41.7% | +2.0% |
| 1Y | +7.1% | +43.8% | -36.7% | -1.0% |
| 3Y | +15.1% | +45.3% | -30.2% | +3.4% |
| 5Y | -17.9% | -48.9% | +31.0% | -14.1% |
| 10Y | +133.5% | +500.5% | -367.0% | +68.4% |
| All | +216.3% | +1,292.9% | -1,076.6% | +117.0% |
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