+490.9%
PAYX vs AGNC
+622.7%
-131.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -4.9% | -4.7% | -0.2% | -3.5% |
| 30D | -3.8% | -5.7% | +1.9% | -2.1% |
| 3M | +17.9% | +1.9% | +16.0% | +17.1% |
| 6M | +26.1% | +1.8% | +24.3% | +24.8% |
| YTD | +6.7% | +3.4% | +3.3% | +4.9% |
| 1Y | -10.7% | +13.6% | -24.4% | -14.9% |
| 3Y | +7.0% | +60.4% | -53.4% | -9.6% |
| 5Y | +22.6% | +27.0% | -4.4% | +9.8% |
| 10Y | +166.5% | +83.1% | +83.4% | +108.4% |
| All | +490.9% | +622.7% | -131.8% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling