-53.2%
PYPL vs AVTR
+1.1%
-54.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.0% |
| 7D | -4.3% | +1.6% | -5.9% | -4.9% |
| 30D | -11.5% | +8.4% | -19.8% | -14.0% |
| 3M | +26.1% | +50.2% | -24.0% | +7.5% |
| 6M | +13.7% | +82.6% | -68.9% | -10.6% |
| YTD | -9.8% | +29.8% | -39.7% | -19.8% |
| 1Y | -22.1% | +16.0% | -38.0% | -29.5% |
| 3Y | -13.5% | -26.4% | +13.0% | -10.6% |
| 5Y | -81.6% | -64.5% | -17.2% | -74.8% |
| All | -53.2% | +1.1% | -54.3% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling