+844.9%
PAYX vs ATI
+1,093.4%
-248.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -7.5% | +2.4% | -9.9% | -7.9% |
| 30D | -5.3% | -9.5% | +4.2% | -3.8% |
| 3M | +15.6% | +10.4% | +5.2% | +12.8% |
| 6M | +19.5% | +31.8% | -12.3% | +12.0% |
| YTD | +5.8% | +80.0% | -74.2% | -6.7% |
| 1Y | -10.9% | +175.8% | -186.7% | -27.7% |
| 3Y | +5.4% | +364.2% | -358.8% | -24.9% |
| 5Y | +20.4% | +1,076.9% | -1,056.5% | -29.5% |
| 10Y | +164.1% | +1,178.1% | -1,014.0% | +34.8% |
| All | +844.9% | +1,093.4% | -248.5% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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