-16.5%
ABT vs TWLO
+123.2%
-139.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.5% |
| 7D | -3.7% | -2.0% | -1.7% | -3.7% |
| 30D | +2.5% | +20.6% | -18.1% | +3.1% |
| 3M | +20.2% | -1.5% | +21.7% | +20.4% |
| 6M | -2.9% | +89.4% | -92.4% | -0.1% |
| YTD | -11.9% | +63.8% | -75.7% | -9.5% |
| 1Y | -16.5% | +119.7% | -136.3% | -13.2% |
| All | -16.5% | +123.2% | -139.8% | -13.2% |
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