-18.9%
PAYX vs ADVB
-89.4%
+70.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.5% | -1.8% |
| 7D | -7.5% | -13.0% | +5.5% | -7.4% |
| 30D | -5.3% | +7.5% | -12.8% | -5.4% |
| 3M | +15.6% | +129.1% | -113.5% | +13.7% |
| 6M | +19.5% | +71.7% | -52.3% | +17.2% |
| YTD | +5.8% | +45.5% | -39.8% | +4.0% |
| 1Y | -10.9% | -2.7% | -8.1% | -12.0% |
| All | -18.9% | -89.4% | +70.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling