+35,385.9%
PAYX vs ALK
+820.2%
+34,565.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | -4.9% | -2.1% | -2.8% | -4.4% |
| 30D | -3.8% | -13.1% | +9.3% | -1.0% |
| 3M | +17.9% | -11.8% | +29.7% | +20.3% |
| 6M | +26.1% | -0.4% | +26.5% | +23.4% |
| YTD | +6.7% | -18.2% | +24.9% | +8.3% |
| 1Y | -10.7% | -35.5% | +24.8% | -5.0% |
| 3Y | +7.0% | +1.8% | +5.2% | -1.2% |
| 5Y | +22.6% | -26.6% | +49.2% | +19.5% |
| 10Y | +166.5% | -36.1% | +202.6% | +147.3% |
| All | +35,385.9% | +820.2% | +34,565.7% | +14,767.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling