+80.5%
PAYX vs ALC
+16.1%
+64.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -4.9% | -6.3% | +1.5% | -2.2% |
| 30D | -3.8% | -10.3% | +6.5% | +0.7% |
| 3M | +17.9% | -0.7% | +18.6% | +18.1% |
| 6M | +26.1% | -17.8% | +43.9% | +35.8% |
| YTD | +6.7% | -15.8% | +22.5% | +13.5% |
| 1Y | -10.7% | -16.7% | +6.0% | -4.9% |
| 3Y | +7.0% | -19.7% | +26.7% | +11.8% |
| 5Y | +22.6% | -19.8% | +42.4% | +25.7% |
| All | +80.5% | +16.1% | +64.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling