+51.4%
PYPL vs AVAV
+427.0%
-375.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | +2.7% | -2.2% | +4.9% | +3.1% |
| 30D | -4.9% | -13.9% | +9.0% | -2.5% |
| 3M | +28.9% | -29.2% | +58.1% | +35.4% |
| 6M | +18.2% | -36.1% | +54.4% | +25.4% |
| YTD | -5.0% | -40.2% | +35.2% | -0.1% |
| 1Y | -18.8% | -36.2% | +17.4% | -16.7% |
| 3Y | -12.6% | +47.5% | -60.1% | -31.5% |
| 5Y | -80.8% | +39.3% | -120.1% | -85.4% |
| 10Y | +49.9% | +482.6% | -432.6% | -19.3% |
| All | +51.4% | +427.0% | -375.6% | -8.4% |
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