+8.2%
PAYX vs AGNC
-0.6%
+8.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | +9.3% | -0.1% | +9.4% | +9.2% |
| 30D | +19.5% | +2.8% | +16.7% | +18.9% |
| 3M | +2.1% | -14.2% | +16.3% | +3.0% |
| 6M | +33.1% | -11.7% | +44.7% | +34.5% |
| YTD | +11.3% | -7.7% | +19.0% | +10.3% |
| 1Y | +8.2% | -1.2% | +9.4% | +2.9% |
| All | +8.2% | -0.6% | +8.8% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 1y: compounded portfolio wealth divided by compounded AGNC 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…
1y analysis · Full analysis span regression · 6 months rolling