+572.9%
TWLO vs AVAV
+315.4%
+257.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | +0.2% |
| 7D | +4.5% | +4.2% | +0.3% | +3.3% |
| 30D | -22.1% | -2.6% | -19.5% | -21.9% |
| 3M | -15.3% | -38.0% | +22.6% | -5.8% |
| 6M | +9.7% | -27.0% | +36.7% | +15.1% |
| YTD | +48.5% | -51.4% | +99.9% | +64.5% |
| 1Y | +70.3% | -60.2% | +130.6% | +97.7% |
| 3Y | +261.4% | -6.7% | +268.1% | +201.0% |
| 5Y | -30.6% | +28.3% | -58.9% | -50.3% |
| All | +572.9% | +315.4% | +257.4% | +275.9% |
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