-46.7%
PYPL vs AVTR
+6.9%
-53.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +6.1% | +1.5% | +4.6% | +5.3% |
| 3M | +1.1% | +14.2% | -13.2% | -4.0% |
| 6M | +32.7% | +97.4% | -64.6% | +1.5% |
| YTD | +2.8% | +37.3% | -34.5% | -10.7% |
| 1Y | -10.8% | +36.8% | -47.5% | -22.6% |
| 3Y | +9.8% | -15.2% | +25.1% | +7.0% |
| 5Y | -70.2% | -59.2% | -11.1% | -61.4% |
| All | -46.7% | +6.9% | -53.5% | -54.1% |
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