+347.5%
PAYC vs ACM
+124.8%
+222.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | 0.0% |
| 7D | -8.7% | -3.7% | -5.1% | -6.9% |
| 30D | +1.2% | -12.7% | +13.8% | +7.8% |
| 3M | +58.6% | -9.8% | +68.4% | +65.7% |
| 6M | +56.6% | -31.4% | +88.0% | +87.5% |
| YTD | +36.2% | -32.1% | +68.3% | +62.0% |
| 1Y | -2.2% | -47.8% | +45.6% | +33.3% |
| 3Y | -22.3% | -22.1% | -0.2% | -16.8% |
| 5Y | -53.9% | +1.8% | -55.7% | -57.1% |
| 10Y | +347.5% | +132.5% | +215.0% | +191.3% |
| All | +347.5% | +124.8% | +222.7% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling