+23.6%
PAYX vs AZO
+85.8%
-62.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.9% | -3.6% | -1.3% | -3.8% |
| 30D | -3.8% | -5.6% | +1.8% | -2.1% |
| 3M | +17.9% | -6.6% | +24.5% | +20.2% |
| 6M | +26.1% | -22.5% | +48.6% | +35.5% |
| YTD | +6.7% | -15.2% | +21.9% | +10.6% |
| 1Y | -10.7% | -33.9% | +23.2% | +0.7% |
| 3Y | +7.0% | +11.8% | -4.8% | -0.6% |
| All | +23.6% | +85.8% | -62.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 5y: compounded portfolio wealth divided by compounded AZO 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…
5y analysis · Full analysis span regression · 6 months rolling