+19.6%
AVAV vs TW
+37.3%
-17.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.3% | +10.4% |
| 7D | -10.6% | +4.2% | -14.8% | -11.7% |
| 30D | -18.8% | +18.9% | -37.7% | -23.2% |
| 3M | -34.1% | +23.8% | -57.9% | -38.7% |
| 6M | -35.3% | +17.0% | -52.4% | -39.3% |
| YTD | -53.4% | +19.2% | -72.6% | -56.6% |
| 1Y | -65.6% | +20.1% | -85.7% | -68.1% |
| 3Y | -5.1% | +40.5% | -45.6% | -18.9% |
| All | +19.6% | +37.3% | -17.7% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling