+68.7%
PAYX vs JAAA
+29.3%
+39.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.9% | +0.1% | -8.0% | -8.0% |
| 30D | -5.0% | +0.4% | -5.5% | -5.3% |
| 3M | +15.1% | +1.2% | +13.9% | +14.1% |
| 6M | +23.9% | +2.7% | +21.3% | +21.7% |
| YTD | +6.2% | +3.2% | +3.0% | +3.9% |
| 1Y | -9.6% | +4.8% | -14.5% | -12.5% |
| 3Y | +5.8% | +19.0% | -13.1% | +0.4% |
| 5Y | +22.0% | +26.8% | -4.8% | +14.7% |
| All | +68.7% | +29.3% | +39.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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