+180.9%
PAYX vs ALLY
+174.3%
+6.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -1.2% | +0.4% | -1.5% | -1.3% |
| 30D | +7.8% | +5.2% | +2.6% | +6.2% |
| 3M | -6.8% | -13.3% | +6.5% | -3.0% |
| 6M | +31.3% | -6.7% | +38.0% | +33.3% |
| YTD | +7.7% | -12.8% | +20.5% | +11.0% |
| 1Y | +8.1% | +0.7% | +7.4% | +6.6% |
| 3Y | +12.2% | +65.2% | -53.0% | -8.8% |
| 5Y | +8.9% | -10.1% | +19.1% | +3.6% |
| All | +180.9% | +174.3% | +6.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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