-18.4%
PYPL vs ADVB
-88.3%
+70.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.0% |
| 7D | +2.7% | -3.8% | +6.4% | +2.7% |
| 30D | -4.9% | +17.6% | -22.5% | -5.1% |
| 3M | +28.9% | +119.1% | -90.3% | +27.1% |
| 6M | +18.2% | +103.4% | -85.1% | +15.7% |
| YTD | -5.0% | +59.8% | -64.9% | -6.4% |
| 1Y | -18.8% | +8.5% | -27.4% | -19.7% |
| All | -18.4% | -88.3% | +70.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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