+81.2%
AVAV vs TW
+291.9%
-210.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.0% |
| 7D | 0.0% | +3.1% | -3.1% | -1.0% |
| 30D | -9.9% | +16.7% | -26.6% | -14.1% |
| 3M | -34.7% | +25.2% | -59.9% | -39.3% |
| 6M | -26.6% | +19.5% | -46.1% | -31.3% |
| YTD | -48.9% | +21.0% | -69.9% | -52.5% |
| 1Y | -63.0% | +19.0% | -82.0% | -65.4% |
| 3Y | +1.6% | +40.7% | -39.1% | -11.4% |
| 5Y | +34.5% | +40.1% | -5.7% | +12.5% |
| All | +81.2% | +291.9% | -210.7% | +11.2% |
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