+8.7%
PAYX vs ADVB
-76.7%
+85.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.2% | +2.6% |
| 7D | +9.7% | -29.5% | +39.2% | +9.5% |
| 30D | +20.2% | -66.9% | +87.1% | +20.0% |
| 3M | +1.1% | -73.7% | +74.8% | +0.9% |
| 6M | +32.7% | -64.8% | +97.5% | +32.0% |
| YTD | +10.5% | -64.0% | +74.6% | +10.1% |
| 1Y | +8.7% | -77.0% | +85.7% | +8.3% |
| All | +8.7% | -76.7% | +85.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling