+591.2%
PAYX vs AMP
+2,112.0%
-1,520.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -4.9% | -0.5% | -4.3% | -4.7% |
| 30D | -3.8% | -1.3% | -2.5% | -3.4% |
| 3M | +17.9% | +24.2% | -6.3% | +9.2% |
| 6M | +26.1% | +24.6% | +1.5% | +16.4% |
| YTD | +6.7% | +14.8% | -8.1% | +1.2% |
| 1Y | -10.7% | +12.8% | -23.5% | -15.0% |
| 3Y | +7.0% | +69.0% | -62.0% | -12.6% |
| 5Y | +22.6% | +124.9% | -102.3% | -10.4% |
| 10Y | +166.5% | +583.5% | -417.0% | +29.1% |
| All | +591.2% | +2,112.0% | -1,520.9% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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