+189.3%
AMT vs PAYC
+1,229.9%
-1,040.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.4% |
| 7D | -0.2% | -2.9% | +2.7% | +0.3% |
| 30D | +4.6% | +32.8% | -28.1% | -0.9% |
| 3M | -8.4% | +69.3% | -77.7% | -17.0% |
| 6M | -6.0% | +74.0% | -80.0% | -15.6% |
| YTD | +2.1% | +46.4% | -44.3% | -5.8% |
| 1Y | -6.4% | +4.2% | -10.5% | -8.4% |
| 3Y | +8.1% | -19.7% | +27.8% | +6.6% |
| 5Y | -31.9% | -52.0% | +20.1% | -28.0% |
| 10Y | +97.1% | +356.9% | -259.8% | +46.5% |
| All | +189.3% | +1,229.9% | -1,040.6% | +100.3% |
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