+164.0%
PAYX vs ADM
+177.9%
-13.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -4.9% | +2.5% | -7.3% | -5.7% |
| 30D | -3.8% | +9.5% | -13.3% | -7.0% |
| 3M | +17.9% | +10.6% | +7.3% | +13.2% |
| 6M | +26.1% | +24.0% | +2.1% | +15.6% |
| YTD | +6.7% | +54.0% | -47.2% | -10.2% |
| 1Y | -10.7% | +45.3% | -56.1% | -23.6% |
| 3Y | +7.0% | +21.8% | -14.8% | -4.6% |
| 5Y | +22.6% | +66.8% | -44.2% | -10.7% |
| All | +164.0% | +177.9% | -13.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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