+35,064.1%
PAYX vs ADM
+1,954.9%
+33,109.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.5% |
| 7D | -7.5% | +1.4% | -8.8% | -7.8% |
| 30D | -5.3% | +8.2% | -13.5% | -7.5% |
| 3M | +15.6% | +8.7% | +6.9% | +12.6% |
| 6M | +19.5% | +29.1% | -9.6% | +10.6% |
| YTD | +5.8% | +53.7% | -47.9% | -7.0% |
| 1Y | -10.9% | +43.2% | -54.1% | -20.3% |
| 3Y | +5.4% | +21.4% | -16.0% | -3.8% |
| 5Y | +20.4% | +67.1% | -46.7% | -1.0% |
| 10Y | +164.1% | +176.6% | -12.5% | +86.8% |
| All | +35,064.1% | +1,954.9% | +33,109.2% | +13,156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling