+7.0%
PAYX vs AWK
+7.8%
-0.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | -4.9% | -2.1% | -2.7% | -4.3% |
| 30D | -3.8% | +2.1% | -5.8% | -4.4% |
| 3M | +17.9% | +11.4% | +6.5% | +14.6% |
| 6M | +26.1% | +3.9% | +22.2% | +24.5% |
| YTD | +6.7% | +7.7% | -1.0% | +4.3% |
| 1Y | -10.7% | +1.3% | -12.0% | -11.4% |
| 3Y | +7.0% | +7.2% | -0.2% | +3.4% |
| All | +7.0% | +7.8% | -0.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling