+35,385.9%
PAYX vs AA
+281.6%
+35,104.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.9% | -3.4% | -1.4% | -4.3% |
| 30D | -3.8% | -5.8% | +2.0% | -2.9% |
| 3M | +17.9% | -29.9% | +47.8% | +25.1% |
| 6M | +26.1% | -27.0% | +53.1% | +31.2% |
| YTD | +6.7% | -8.7% | +15.5% | +5.2% |
| 1Y | -10.7% | +50.6% | -61.4% | -21.4% |
| 3Y | +7.0% | +74.1% | -67.1% | -13.6% |
| 5Y | +22.6% | +2.6% | +20.0% | +3.4% |
| 10Y | +166.5% | +121.0% | +45.5% | +59.8% |
| All | +35,385.9% | +281.6% | +35,104.3% | +15,168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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