+482.8%
PAYX vs AG
+439.9%
+42.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.9% |
| 7D | -6.9% | +4.5% | -11.4% | -7.1% |
| 30D | -2.6% | +12.9% | -15.5% | -3.2% |
| 3M | +19.4% | +20.9% | -1.5% | +18.0% |
| 6M | +18.7% | -19.5% | +38.2% | +19.2% |
| YTD | +7.8% | +24.8% | -17.0% | +5.2% |
| 1Y | -9.9% | +120.2% | -130.1% | -15.1% |
| 3Y | +7.4% | +279.0% | -271.6% | -3.8% |
| 5Y | +21.8% | +67.9% | -46.1% | +12.5% |
| 10Y | +161.3% | +57.5% | +103.8% | +131.7% |
| All | +482.8% | +439.9% | +42.9% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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