+245.0%
TWLO vs AVAV
+31.0%
+214.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.4% |
| 7D | -1.2% | +3.2% | -4.4% | -1.6% |
| 30D | -6.4% | -20.3% | +13.9% | -4.0% |
| 3M | +6.3% | -19.4% | +25.7% | +8.3% |
| 6M | +76.4% | -35.3% | +111.7% | +82.5% |
| YTD | +58.8% | -38.5% | +97.3% | +61.8% |
| 1Y | +107.1% | -37.2% | +144.3% | +110.7% |
| 3Y | +245.0% | +31.1% | +213.9% | +208.2% |
| All | +245.0% | +31.0% | +214.0% | +208.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling