+22.9%
PAYX vs ADM
+65.6%
-42.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -7.9% | +3.0% | -10.9% | -8.4% |
| 30D | -5.0% | +8.7% | -13.7% | -6.6% |
| 3M | +15.1% | +7.6% | +7.5% | +13.3% |
| 6M | +23.9% | +26.9% | -3.0% | +17.7% |
| YTD | +6.2% | +54.3% | -48.1% | -3.6% |
| 1Y | -9.6% | +45.7% | -55.3% | -17.1% |
| 3Y | +5.8% | +21.9% | -16.1% | -0.3% |
| All | +22.9% | +65.6% | -42.7% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling