+488.9%
PAYC vs ACM
+132.1%
+356.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -9.5% | +6.6% | -16.1% | -12.6% |
| 30D | +2.5% | +19.8% | -17.3% | -7.1% |
| 3M | +11.7% | -3.1% | +14.8% | +12.4% |
| 6M | +74.6% | -11.5% | +86.1% | +82.9% |
| YTD | +50.4% | -24.7% | +75.1% | +69.5% |
| 1Y | +44.0% | -45.1% | +89.1% | +93.1% |
| 3Y | +42.5% | -8.9% | +51.4% | +39.3% |
| 5Y | -50.3% | +5.4% | -55.7% | -55.0% |
| All | +488.9% | +132.1% | +356.8% | +236.3% |
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