+36.3%
PAYX vs AUR
-35.7%
+72.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.4% |
| 7D | -4.9% | +1.4% | -6.3% | -4.9% |
| 30D | -3.8% | -6.4% | +2.6% | -3.6% |
| 3M | +17.9% | +7.7% | +10.2% | +16.8% |
| 6M | +26.1% | +44.5% | -18.4% | +21.8% |
| YTD | +6.7% | +67.4% | -60.7% | +1.9% |
| 1Y | -10.7% | +15.4% | -26.2% | -12.9% |
| 3Y | +7.0% | +94.8% | -87.9% | -4.9% |
| 5Y | +22.6% | -35.1% | +57.7% | +6.4% |
| All | +36.3% | -35.7% | +72.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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