-5.1%
AVAV vs TW
+39.9%
-45.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.3% | +10.4% |
| 7D | -10.6% | +4.2% | -14.8% | -11.4% |
| 30D | -18.8% | +18.9% | -37.7% | -22.1% |
| 3M | -34.1% | +23.8% | -57.9% | -37.5% |
| 6M | -35.3% | +17.0% | -52.4% | -38.7% |
| YTD | -53.4% | +19.2% | -72.6% | -55.7% |
| 1Y | -65.6% | +20.1% | -85.7% | -67.4% |
| 3Y | -5.1% | +40.5% | -45.6% | -9.8% |
| All | -5.1% | +39.9% | -45.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling