+63.2%
PYPL vs AVAV
+310.8%
-247.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -10.0% | -1.4% |
| 7D | +3.9% | -10.6% | +14.5% | +5.7% |
| 30D | +7.8% | -18.8% | +26.6% | +11.4% |
| 3M | -0.7% | -34.1% | +33.4% | +6.1% |
| 6M | +28.8% | -35.3% | +64.1% | +35.6% |
| YTD | +2.4% | -53.4% | +55.8% | +11.9% |
| 1Y | -9.6% | -65.6% | +56.0% | +4.7% |
| 3Y | +9.7% | -5.1% | +14.7% | -5.7% |
| 5Y | -73.5% | +18.5% | -92.0% | -79.4% |
| 10Y | +46.5% | +369.8% | -323.4% | -18.6% |
| All | +63.2% | +310.8% | -247.6% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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