+35,064.1%
PAYX vs AME
+18,594.4%
+16,469.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | -7.5% | +1.3% | -8.8% | -7.9% |
| 30D | -5.3% | -6.6% | +1.3% | -3.2% |
| 3M | +15.6% | +3.0% | +12.7% | +13.8% |
| 6M | +19.5% | +5.3% | +14.2% | +16.0% |
| YTD | +5.8% | +15.4% | -9.7% | -0.9% |
| 1Y | -10.9% | +26.8% | -37.7% | -19.4% |
| 3Y | +5.4% | +56.5% | -51.1% | -12.4% |
| 5Y | +20.4% | +85.2% | -64.9% | -5.4% |
| 10Y | +164.1% | +428.5% | -264.4% | +50.2% |
| All | +35,064.1% | +18,594.4% | +16,469.8% | +9,263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling