+77.3%
AVAV vs TW
+298.0%
-220.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | +18.4% | +3.2% | +15.2% | +17.3% |
| 30D | -4.9% | +19.7% | -24.6% | -10.1% |
| 3M | -37.7% | +26.8% | -64.5% | -42.2% |
| 6M | -28.4% | +20.9% | -49.3% | -33.2% |
| YTD | -50.0% | +22.9% | -72.9% | -53.7% |
| 1Y | -62.6% | +20.4% | -83.0% | -65.1% |
| 3Y | -0.6% | +42.9% | -43.5% | -13.7% |
| 5Y | +31.9% | +40.2% | -8.3% | +10.3% |
| All | +77.3% | +298.0% | -220.7% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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