-52.9%
PAYC vs ACM
+4.8%
-57.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.0% |
| 7D | -7.9% | -0.3% | -7.6% | -7.7% |
| 30D | +2.1% | -12.9% | +15.1% | +9.3% |
| 3M | +61.8% | -6.4% | +68.1% | +65.8% |
| 6M | +59.9% | -29.2% | +89.1% | +91.0% |
| YTD | +38.5% | -29.9% | +68.4% | +63.8% |
| 1Y | -1.4% | -47.3% | +45.9% | +39.3% |
| 3Y | -21.0% | -19.6% | -1.4% | -20.9% |
| 5Y | -52.9% | +5.5% | -58.4% | -61.1% |
| All | -52.9% | +4.8% | -57.7% | -61.1% |
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