+7,805.9%
PAYX vs ALB
+2,835.3%
+4,970.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.8% | -1.7% |
| 7D | -4.2% | -8.1% | +3.9% | -2.4% |
| 30D | +2.9% | +6.3% | -3.4% | +1.2% |
| 3M | +23.6% | -23.6% | +47.2% | +30.3% |
| 6M | +30.0% | -24.6% | +54.6% | +35.8% |
| YTD | +12.2% | -10.3% | +22.5% | +10.9% |
| 1Y | -7.5% | +61.5% | -68.9% | -22.3% |
| 3Y | +10.1% | -34.0% | +44.1% | +6.7% |
| 5Y | +25.1% | -44.6% | +69.7% | +20.5% |
| 10Y | +171.7% | +76.1% | +95.6% | +71.2% |
| All | +7,805.9% | +2,835.3% | +4,970.6% | +2,180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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