+112.3%
AVAV vs TW
+221.1%
-108.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.0% |
| 7D | -2.2% | -2.3% | +0.1% | -1.5% |
| 30D | -13.9% | +3.9% | -17.9% | -15.1% |
| 3M | -29.2% | +5.7% | -34.9% | -30.9% |
| 6M | -36.1% | -14.5% | -21.6% | -33.6% |
| YTD | -40.2% | -0.9% | -39.3% | -40.7% |
| 1Y | -36.2% | -13.5% | -22.7% | -34.2% |
| 3Y | +47.5% | +25.0% | +22.5% | +33.1% |
| 5Y | +39.3% | +22.7% | +16.6% | +21.7% |
| All | +112.3% | +221.1% | -108.9% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling