-10.7%
PAYX vs ALM
+247.3%
-258.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.1% | +0.3% |
| 7D | -4.9% | -11.8% | +7.0% | -5.3% |
| 30D | -3.8% | +7.8% | -11.6% | -3.3% |
| 3M | +17.9% | -9.3% | +27.1% | +18.5% |
| 6M | +26.1% | -30.5% | +56.6% | +26.3% |
| YTD | +6.7% | +75.8% | -69.1% | +7.1% |
| 1Y | -10.7% | +241.2% | -251.9% | -13.0% |
| All | -10.7% | +247.3% | -258.1% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling