+4,268.1%
PAYX vs ACGL
+4,318.9%
-50.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -3.2% |
| 7D | -6.9% | -2.9% | -4.0% | -6.1% |
| 30D | -2.6% | -2.8% | +0.2% | -1.8% |
| 3M | +19.4% | +6.8% | +12.6% | +17.3% |
| 6M | +18.7% | -1.5% | +20.2% | +19.1% |
| YTD | +7.8% | -0.2% | +8.0% | +7.6% |
| 1Y | -9.9% | +5.3% | -15.1% | -11.5% |
| 3Y | +7.4% | +30.3% | -22.8% | -1.9% |
| 5Y | +21.8% | +151.8% | -130.0% | -9.2% |
| 10Y | +161.3% | +266.9% | -105.6% | +74.8% |
| All | +4,268.1% | +4,318.9% | -50.7% | +1,754.1% |
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