-55.0%
AAL vs TWLO
+871.2%
-926.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.4% | +1.8% |
| 7D | -3.7% | -2.0% | -1.7% | -3.4% |
| 30D | -20.8% | +20.6% | -41.4% | -24.0% |
| 3M | -1.3% | -1.5% | +0.3% | -2.0% |
| 6M | +5.4% | +89.4% | -84.1% | -8.8% |
| YTD | -14.4% | +63.8% | -78.1% | -24.1% |
| 1Y | +2.1% | +119.7% | -117.6% | -14.8% |
| 3Y | -10.6% | +256.1% | -266.7% | -33.1% |
| 5Y | -32.2% | -36.6% | +4.3% | -39.6% |
| 10Y | -62.7% | +304.3% | -367.0% | -76.1% |
| All | -55.0% | +871.2% | -926.1% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling