+27.7%
AVAV vs TW
+41.2%
-13.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.0% |
| 7D | +4.2% | +3.9% | +0.3% | +3.0% |
| 30D | -2.6% | +19.9% | -22.5% | -8.0% |
| 3M | -38.0% | +25.9% | -63.9% | -42.5% |
| 6M | -27.0% | +21.1% | -48.1% | -32.2% |
| YTD | -51.4% | +23.9% | -75.3% | -55.2% |
| 1Y | -60.2% | +21.2% | -81.5% | -63.1% |
| 3Y | -6.7% | +44.8% | -51.4% | -20.9% |
| All | +27.7% | +41.2% | -13.6% | -13.0% |
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