+10.6%
PYPL vs AVTR
-15.2%
+25.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +6.1% | +1.5% | +4.6% | +5.6% |
| 3M | +1.1% | +14.2% | -13.2% | -2.5% |
| 6M | +32.7% | +97.4% | -64.6% | +9.7% |
| YTD | +2.8% | +37.3% | -34.5% | -6.9% |
| 1Y | -10.8% | +36.8% | -47.5% | -19.2% |
| All | +10.6% | -15.2% | +25.7% | +2.6% |
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