+86.3%
AVAV vs TW
+287.8%
-201.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.4% | +12.2% | +12.5% |
| 7D | +3.2% | +3.4% | -0.3% | +2.1% |
| 30D | -7.4% | +15.5% | -22.9% | -11.5% |
| 3M | -32.0% | +25.1% | -57.1% | -36.7% |
| 6M | -24.6% | +18.2% | -42.7% | -29.1% |
| YTD | -47.5% | +19.7% | -67.2% | -51.0% |
| 1Y | -61.5% | +18.1% | -79.6% | -63.9% |
| 3Y | +5.5% | +40.5% | -35.1% | -8.0% |
| 5Y | +35.7% | +37.1% | -1.3% | +14.3% |
| All | +86.3% | +287.8% | -201.5% | +14.7% |
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