+1,482.8%
PAYC vs ACM
+129.0%
+1,353.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -3.0% |
| 7D | -11.1% | +6.9% | -18.0% | -14.1% |
| 30D | +1.8% | +19.1% | -17.2% | -6.9% |
| 3M | +10.2% | -6.9% | +17.1% | +13.1% |
| 6M | +73.5% | -12.0% | +85.6% | +81.8% |
| YTD | +49.4% | -25.1% | +74.6% | +67.7% |
| 1Y | +47.2% | -45.4% | +92.6% | +94.2% |
| 3Y | +44.4% | -6.9% | +51.4% | +40.7% |
| 5Y | -52.1% | +3.7% | -55.8% | -55.6% |
| 10Y | +474.3% | +135.8% | +338.5% | +233.3% |
| All | +1,482.8% | +129.0% | +1,353.8% | +843.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling