+49.4%
PAYX vs ABCL
-82.9%
+132.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.6% |
| 7D | -7.9% | -9.6% | +1.7% | -7.5% |
| 30D | -5.0% | +7.2% | -12.2% | -5.4% |
| 3M | +15.1% | +105.5% | -90.4% | +10.9% |
| 6M | +23.9% | +193.0% | -169.1% | +17.0% |
| YTD | +6.2% | +205.8% | -199.7% | -0.3% |
| 1Y | -9.6% | +144.4% | -154.0% | -14.6% |
| 3Y | +5.8% | +93.3% | -87.5% | -0.8% |
| 5Y | +22.0% | -44.9% | +66.9% | +15.8% |
| All | +49.4% | -82.9% | +132.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling