+512.2%
PAYC vs ACM
+132.6%
+379.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.3% |
| 7D | +4.9% | +5.6% | -0.8% | +1.6% |
| 30D | +4.1% | +20.8% | -16.7% | -6.2% |
| 3M | +11.5% | +11.4% | +0.1% | +4.4% |
| 6M | +85.3% | +0.9% | +84.3% | +81.5% |
| YTD | +57.3% | -24.8% | +82.1% | +77.8% |
| 1Y | +52.6% | -46.4% | +99.0% | +109.2% |
| 3Y | +48.3% | -9.2% | +57.5% | +45.0% |
| 5Y | -47.8% | +5.0% | -52.8% | -52.9% |
| All | +512.2% | +132.6% | +379.6% | +244.5% |
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