+26.1%
PAYX vs AFL
+5.9%
+20.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -4.9% | -1.6% | -3.2% | -3.8% |
| 30D | -3.8% | -4.0% | +0.2% | -1.5% |
| 3M | +17.9% | -0.5% | +18.4% | +18.3% |
| 6M | +26.1% | +6.5% | +19.6% | +22.4% |
| All | +26.1% | +5.9% | +20.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 6mo: compounded portfolio wealth divided by compounded AFL 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…
6mo analysis · Full analysis span regression · 6 months rolling