+1,450.8%
PAYC vs AMBA
+138.7%
+1,312.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | -2.9% | -11.0% | +8.1% | -0.3% |
| 30D | +32.8% | -23.2% | +55.9% | +40.8% |
| 3M | +69.3% | -12.7% | +82.0% | +68.1% |
| 6M | +74.0% | +11.2% | +62.8% | +59.0% |
| YTD | +46.4% | -11.2% | +57.6% | +40.2% |
| 1Y | +4.2% | -22.5% | +26.7% | +1.3% |
| 3Y | -19.7% | -1.3% | -18.4% | -32.6% |
| 5Y | -52.0% | -54.2% | +2.1% | -54.1% |
| 10Y | +356.9% | -6.1% | +363.0% | +221.4% |
| All | +1,450.8% | +138.7% | +1,312.1% | +900.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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