+162.6%
PAYX vs ALK
-37.3%
+199.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -7.9% | -3.1% | -4.8% | -7.3% |
| 30D | -5.0% | -17.1% | +12.1% | -1.1% |
| 3M | +15.1% | -3.8% | +18.9% | +15.0% |
| 6M | +23.9% | -5.3% | +29.2% | +22.5% |
| YTD | +6.2% | -20.3% | +26.4% | +8.6% |
| 1Y | -9.6% | -36.0% | +26.3% | -2.8% |
| 3Y | +5.8% | +0.8% | +5.1% | -4.1% |
| 5Y | +22.0% | -28.5% | +50.4% | +18.4% |
| All | +162.6% | -37.3% | +199.9% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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