+580.0%
TWLO vs AVAV
+358.8%
+221.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +4.3% |
| 7D | +0.2% | 0.0% | +0.2% | -0.2% |
| 30D | -26.0% | -9.9% | -16.1% | -24.4% |
| 3M | -14.3% | -34.7% | +20.4% | -5.9% |
| 6M | +6.2% | -26.6% | +32.8% | +11.2% |
| YTD | +50.6% | -48.9% | +99.5% | +64.9% |
| 1Y | +64.0% | -63.0% | +127.0% | +94.3% |
| 3Y | +264.1% | +1.6% | +262.5% | +196.3% |
| 5Y | -27.9% | +34.5% | -62.4% | -49.0% |
| 10Y | +580.0% | +359.3% | +220.8% | +276.2% |
| All | +580.0% | +358.8% | +221.3% | +276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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