+35,385.9%
PAYX vs AFL
+18,562.2%
+16,823.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -4.9% | -1.6% | -3.2% | -4.4% |
| 30D | -3.8% | -4.0% | +0.2% | -2.7% |
| 3M | +17.9% | -0.5% | +18.4% | +18.1% |
| 6M | +26.1% | +6.5% | +19.6% | +23.8% |
| YTD | +6.7% | +6.2% | +0.6% | +4.9% |
| 1Y | -10.7% | +8.3% | -19.0% | -12.9% |
| 3Y | +7.0% | +62.5% | -55.6% | -7.3% |
| 5Y | +22.6% | +136.2% | -113.6% | -4.5% |
| 10Y | +166.5% | +301.4% | -134.9% | +77.3% |
| All | +35,385.9% | +18,562.2% | +16,823.7% | +10,205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling