+330.6%
PAYX vs ALLY
+124.8%
+205.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -4.2% | +3.7% | -7.9% | -5.2% |
| 30D | +2.9% | -2.3% | +5.2% | +3.5% |
| 3M | +23.6% | +3.8% | +19.8% | +22.0% |
| 6M | +30.0% | +9.7% | +20.3% | +25.6% |
| YTD | +12.2% | -1.4% | +13.6% | +11.7% |
| 1Y | -7.5% | +8.2% | -15.7% | -10.6% |
| 3Y | +10.1% | +66.5% | -56.4% | -9.9% |
| 5Y | +25.1% | +1.2% | +23.9% | +14.6% |
| 10Y | +171.7% | +191.4% | -19.7% | +64.2% |
| All | +330.6% | +124.8% | +205.8% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling