-11.8%
PYPL vs AVTR
-25.8%
+14.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.7% |
| 7D | +1.7% | +7.4% | -5.7% | -0.1% |
| 30D | -9.7% | +12.2% | -22.0% | -12.5% |
| 3M | +29.2% | +57.4% | -28.2% | +13.4% |
| 6M | +13.9% | +86.7% | -72.8% | -5.2% |
| YTD | -8.1% | +33.1% | -41.2% | -16.2% |
| 1Y | -21.4% | +16.1% | -37.5% | -26.8% |
| 3Y | -11.8% | -24.6% | +12.8% | -11.8% |
| All | -11.8% | -25.8% | +14.0% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling