+4,265.4%
PAYX vs ACGL
+4,960.6%
-695.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.2% | +2.2% | -3.4% | -1.8% |
| 30D | +7.8% | +12.3% | -4.5% | +4.3% |
| 3M | -6.8% | +11.8% | -18.6% | -9.8% |
| 6M | +31.3% | +17.5% | +13.9% | +25.4% |
| YTD | +7.7% | +14.3% | -6.6% | +3.4% |
| 1Y | +8.1% | +18.2% | -10.1% | +2.7% |
| 3Y | +12.2% | +33.2% | -21.0% | +2.0% |
| 5Y | +8.9% | +174.3% | -165.4% | -20.7% |
| 10Y | +179.0% | +326.3% | -147.3% | +79.0% |
| All | +4,265.4% | +4,960.6% | -695.2% | +1,681.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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