-18.6%
PAYX vs ADVB
-88.9%
+70.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.3% |
| 7D | -7.9% | -5.9% | -2.1% | -7.9% |
| 30D | -5.0% | +13.9% | -18.9% | -5.2% |
| 3M | +15.1% | +127.3% | -112.2% | +13.2% |
| 6M | +23.9% | +77.0% | -53.1% | +21.5% |
| YTD | +6.2% | +51.5% | -45.4% | +4.3% |
| 1Y | -9.6% | -11.3% | +1.7% | -10.4% |
| All | -18.6% | -88.9% | +70.4% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling