-52.1%
PAYC vs ACM
+3.6%
-55.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -3.2% |
| 7D | -11.1% | +6.9% | -18.0% | -14.3% |
| 30D | +1.8% | +19.1% | -17.2% | -7.5% |
| 3M | +10.2% | -6.9% | +17.1% | +13.5% |
| 6M | +73.5% | -12.0% | +85.6% | +83.0% |
| YTD | +49.4% | -25.1% | +74.6% | +70.5% |
| 1Y | +47.2% | -45.4% | +92.6% | +107.4% |
| 3Y | +44.4% | -6.9% | +51.4% | +28.1% |
| 5Y | -52.1% | +3.7% | -55.8% | -62.3% |
| All | -52.1% | +3.6% | -55.7% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling