+64.0%
TWLO vs AVAV
-63.5%
+127.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +4.0% |
| 7D | +0.2% | 0.0% | +0.2% | 0.0% |
| 30D | -26.0% | -9.9% | -16.1% | -25.4% |
| 3M | -14.3% | -34.7% | +20.4% | -11.4% |
| 6M | +6.2% | -26.6% | +32.8% | +9.2% |
| YTD | +50.6% | -48.9% | +99.5% | +51.9% |
| 1Y | +64.0% | -63.0% | +127.0% | +71.6% |
| All | +64.0% | -63.5% | +127.5% | +71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling