+305.7%
TWLO vs AVAV
+478.0%
-172.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +5.9% | +1.9% |
| 7D | +0.2% | -3.2% | +3.4% | +0.9% |
| 30D | -9.1% | -25.6% | +16.4% | -2.7% |
| 3M | +11.0% | -20.2% | +31.2% | +15.4% |
| 6M | +79.4% | -38.1% | +117.4% | +95.5% |
| YTD | +59.7% | -41.8% | +101.5% | +70.5% |
| 1Y | +112.3% | -39.0% | +151.4% | +120.7% |
| 3Y | +247.0% | +24.1% | +222.9% | +168.1% |
| 5Y | -35.6% | +53.0% | -88.6% | -55.6% |
| 10Y | +305.7% | +493.8% | -188.1% | +78.7% |
| All | +305.7% | +478.0% | -172.3% | +78.7% |
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