+35,385.9%
PAYX vs AJG
+11,150.2%
+24,235.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.0% |
| 7D | -4.9% | -8.3% | +3.4% | -1.9% |
| 30D | -3.8% | -5.7% | +1.9% | -1.8% |
| 3M | +17.9% | +9.1% | +8.8% | +14.3% |
| 6M | +26.1% | +15.2% | +10.9% | +19.8% |
| YTD | +6.7% | -6.3% | +13.0% | +8.7% |
| 1Y | -10.7% | -19.1% | +8.4% | -4.5% |
| 3Y | +7.0% | +8.2% | -1.3% | +2.6% |
| 5Y | +22.6% | +75.6% | -53.0% | -0.3% |
| 10Y | +166.5% | +471.1% | -304.6% | +52.3% |
| All | +35,385.9% | +11,150.2% | +24,235.7% | +10,948.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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