-43.8%
PAYC vs ABCL
-81.3%
+37.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.5% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +32.8% | +93.1% | -60.3% | +19.6% |
| 3M | +69.3% | +79.4% | -10.2% | +52.4% |
| 6M | +74.0% | +214.9% | -140.9% | +42.1% |
| YTD | +46.4% | +234.2% | -187.8% | +17.3% |
| 1Y | +4.2% | +174.8% | -170.6% | -15.3% |
| 3Y | -19.7% | +104.5% | -124.2% | -35.2% |
| 5Y | -52.0% | -39.0% | -13.0% | -56.8% |
| All | -43.8% | -81.3% | +37.4% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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