+457.8%
PAYX vs AMBA
+831.3%
-373.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | -2.8% | +2.6% | -5.4% | -3.2% |
| 30D | +11.4% | -3.6% | +15.0% | +11.5% |
| 3M | -3.9% | -24.6% | +20.7% | -1.7% |
| 6M | +27.0% | -21.6% | +48.7% | +27.0% |
| YTD | +7.4% | -11.8% | +19.2% | +5.2% |
| 1Y | +7.9% | -33.2% | +41.1% | +8.7% |
| 3Y | +11.8% | +24.5% | -12.7% | +0.4% |
| 5Y | +9.7% | -67.7% | +77.4% | +10.0% |
| 10Y | +178.2% | +4.7% | +173.5% | +128.4% |
| All | +457.8% | +831.3% | -373.5% | +280.3% |
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