+61.9%
PYPL vs AVAV
+349.9%
-288.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.6% |
| 7D | +1.0% | 0.0% | +1.0% | +0.6% |
| 30D | +5.9% | -9.9% | +15.8% | +7.2% |
| 3M | -0.2% | -34.7% | +34.5% | +6.8% |
| 6M | +30.3% | -26.6% | +56.9% | +33.9% |
| YTD | +1.6% | -48.9% | +50.5% | +9.1% |
| 1Y | -10.3% | -63.0% | +52.7% | +2.4% |
| 3Y | +8.5% | +1.6% | +6.9% | -7.8% |
| 5Y | -71.0% | +34.5% | -105.4% | -78.0% |
| 10Y | +46.9% | +359.3% | -312.3% | -17.8% |
| All | +61.9% | +349.9% | -288.0% | 0.0% |
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