-47.7%
PYPL vs AVTR
+6.1%
-53.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -1.1% | +3.2% | -4.3% | -2.2% |
| 30D | +3.8% | +0.5% | +3.3% | +3.4% |
| 3M | -1.3% | +12.1% | -13.4% | -5.6% |
| 6M | +29.0% | +91.2% | -62.1% | -0.2% |
| YTD | +0.7% | +36.3% | -35.6% | -12.2% |
| 1Y | -12.3% | +35.2% | -47.5% | -23.6% |
| 3Y | +7.6% | -15.8% | +23.5% | +5.1% |
| 5Y | -71.7% | -58.9% | -12.8% | -63.4% |
| All | -47.7% | +6.1% | -53.9% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling