+21.8%
PAYX vs AMBA
-53.5%
+75.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.9% | -4.0% |
| 7D | -6.9% | -6.4% | -0.5% | -6.4% |
| 30D | -2.6% | -26.8% | +24.3% | -0.1% |
| 3M | +19.4% | -7.6% | +27.1% | +18.6% |
| 6M | +18.7% | +21.2% | -2.5% | +13.0% |
| YTD | +7.8% | -10.4% | +18.2% | +5.8% |
| 1Y | -9.9% | -24.4% | +14.6% | -10.5% |
| 3Y | +7.4% | +6.0% | +1.4% | -2.6% |
| 5Y | +21.8% | -53.9% | +75.7% | +15.8% |
| All | +21.8% | -53.5% | +75.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling