+20.4%
PAYX vs ABCL
-39.4%
+59.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.7% |
| 7D | -7.5% | -2.7% | -4.7% | -7.3% |
| 30D | -5.3% | +18.3% | -23.6% | -6.3% |
| 3M | +15.6% | +108.5% | -92.9% | +10.0% |
| 6M | +19.5% | +213.9% | -194.5% | +10.2% |
| YTD | +5.8% | +223.1% | -217.3% | -3.1% |
| 1Y | -10.9% | +160.6% | -171.5% | -17.8% |
| 3Y | +5.4% | +104.3% | -98.8% | -3.2% |
| 5Y | +20.4% | -40.0% | +60.4% | +13.4% |
| All | +20.4% | -39.4% | +59.8% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling