-10.7%
PAYX vs APD
+3.9%
-14.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -4.9% | -3.3% | -1.6% | -4.7% |
| 30D | -3.8% | -4.2% | +0.4% | -3.6% |
| 3M | +17.9% | +5.4% | +12.4% | +18.4% |
| 6M | +26.1% | +6.3% | +19.8% | +26.3% |
| YTD | +6.7% | +20.3% | -13.6% | +5.3% |
| 1Y | -10.7% | +1.6% | -12.3% | -5.1% |
| All | -10.7% | +3.9% | -14.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling