+482.5%
PAYX vs AMBA
+837.3%
-354.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -4.2% | -11.0% | +6.8% | -3.1% |
| 30D | +2.9% | -23.2% | +26.1% | +5.5% |
| 3M | +23.6% | -12.7% | +36.3% | +23.3% |
| 6M | +30.0% | +11.2% | +18.8% | +25.2% |
| YTD | +12.2% | -11.2% | +23.4% | +10.3% |
| 1Y | -7.5% | -22.5% | +15.1% | -8.4% |
| 3Y | +10.1% | -1.3% | +11.4% | +2.2% |
| 5Y | +25.1% | -54.2% | +79.3% | +20.9% |
| 10Y | +171.7% | -6.1% | +177.8% | +125.5% |
| All | +482.5% | +837.3% | -354.7% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling