+490.2%
PAYX vs ACM
+228.1%
+262.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.7% |
| 7D | -6.9% | -0.3% | -6.6% | -6.8% |
| 30D | -2.6% | -12.9% | +10.3% | +1.4% |
| 3M | +19.4% | -6.4% | +25.8% | +21.2% |
| 6M | +18.7% | -29.2% | +47.9% | +31.1% |
| YTD | +7.8% | -29.9% | +37.7% | +19.0% |
| 1Y | -9.9% | -47.3% | +37.4% | +8.5% |
| 3Y | +7.4% | -19.6% | +27.0% | +11.4% |
| 5Y | +21.8% | +5.5% | +16.3% | +15.0% |
| 10Y | +161.3% | +129.7% | +31.6% | +84.6% |
| All | +490.2% | +228.1% | +262.1% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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