+11.7%
PAYX vs ALLE
+92.1%
-80.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -3.6% | +1.6% | -5.2% | -4.0% |
| 30D | +9.5% | +24.1% | -14.6% | +3.1% |
| 3M | -3.3% | +14.8% | -18.2% | -7.2% |
| 6M | +27.1% | +45.9% | -18.8% | +14.3% |
| YTD | +7.3% | +20.7% | -13.5% | +1.4% |
| 1Y | +8.3% | +14.2% | -5.9% | +4.3% |
| All | +11.7% | +92.1% | -80.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling