+2.1%
AAL vs TWLO
+123.2%
-121.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.4% | +1.5% |
| 7D | -3.7% | -2.0% | -1.7% | -3.6% |
| 30D | -20.8% | +20.6% | -41.4% | -22.2% |
| 3M | -1.3% | -1.5% | +0.3% | -1.3% |
| 6M | +5.4% | +89.4% | -84.1% | -6.7% |
| YTD | -14.4% | +63.8% | -78.1% | -22.0% |
| 1Y | +2.1% | +119.7% | -117.6% | -14.6% |
| All | +2.1% | +123.2% | -121.1% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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