+23.6%
PAYX vs AME
+89.9%
-66.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | -0.7% |
| 7D | -4.9% | +1.7% | -6.6% | -5.5% |
| 30D | -3.8% | -6.4% | +2.6% | -1.4% |
| 3M | +17.9% | +7.1% | +10.8% | +13.7% |
| 6M | +26.1% | +8.2% | +17.9% | +19.8% |
| YTD | +6.7% | +18.2% | -11.4% | -3.8% |
| 1Y | -10.7% | +26.7% | -37.5% | -22.8% |
| 3Y | +7.0% | +60.7% | -53.7% | -23.0% |
| All | +23.6% | +89.9% | -66.3% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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