+1,450.8%
PAYC vs ACM
+116.0%
+1,334.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -2.9% | -3.7% | +0.9% | -1.0% |
| 30D | +32.8% | -11.1% | +43.9% | +39.9% |
| 3M | +69.3% | -8.0% | +77.3% | +74.9% |
| 6M | +74.0% | -29.7% | +103.6% | +104.5% |
| YTD | +46.4% | -29.4% | +75.8% | +69.8% |
| 1Y | +4.2% | -46.4% | +50.6% | +38.8% |
| 3Y | -19.7% | -22.3% | +2.6% | -13.6% |
| 5Y | -52.0% | +4.5% | -56.5% | -55.6% |
| 10Y | +356.9% | +127.6% | +229.3% | +170.9% |
| All | +1,450.8% | +116.0% | +1,334.8% | +854.9% |
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