+370.3%
PAYX vs ALM
+8,394.4%
-8,024.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +8.8% | -12.7% | -3.9% |
| 7D | -6.9% | +8.4% | -15.4% | -6.9% |
| 30D | -2.6% | +34.8% | -37.4% | -2.6% |
| 3M | +19.4% | +16.2% | +3.2% | +19.4% |
| 6M | +18.7% | +2.1% | +16.5% | +18.6% |
| YTD | +7.8% | +117.0% | -109.2% | +7.6% |
| 1Y | -9.9% | +313.9% | -323.7% | -10.1% |
| 3Y | +7.4% | +2,327.9% | -2,320.5% | +6.7% |
| 5Y | +21.8% | +1,040.6% | -1,018.8% | +21.1% |
| 10Y | +161.3% | +3,219.4% | -3,058.2% | +158.9% |
| All | +370.3% | +8,394.4% | -8,024.0% | +362.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling