+66.1%
PAYX vs AVTR
+1.1%
+65.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.3% |
| 7D | -7.5% | +1.6% | -9.0% | -7.8% |
| 30D | -5.3% | +8.4% | -13.7% | -7.1% |
| 3M | +15.6% | +50.2% | -34.5% | +4.9% |
| 6M | +19.5% | +82.6% | -63.1% | +3.1% |
| YTD | +5.8% | +29.8% | -24.1% | -1.6% |
| 1Y | -10.9% | +16.0% | -26.8% | -16.0% |
| 3Y | +5.4% | -26.4% | +31.9% | +7.2% |
| 5Y | +20.4% | -64.5% | +84.8% | +44.6% |
| All | +66.1% | +1.1% | +65.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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