-10.7%
PAYX vs ALC
-14.7%
+3.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.9% | -6.3% | +1.5% | -3.2% |
| 30D | -3.8% | -10.3% | +6.5% | -1.1% |
| 3M | +17.9% | -0.7% | +18.6% | +18.3% |
| 6M | +26.1% | -17.8% | +43.9% | +31.7% |
| YTD | +6.7% | -15.8% | +22.5% | +10.2% |
| 1Y | -10.7% | -16.7% | +6.0% | -8.8% |
| All | -10.7% | -14.7% | +3.9% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling