+197.1%
ABT vs TWLO
+312.8%
-115.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.2% |
| 7D | -5.9% | -2.4% | -3.5% | -5.7% |
| 30D | -8.1% | -7.8% | -0.3% | -7.5% |
| 3M | +14.5% | +10.0% | +4.5% | +12.9% |
| 6M | -6.3% | +79.5% | -85.8% | -12.5% |
| YTD | -17.1% | +59.8% | -77.0% | -21.9% |
| 1Y | -21.4% | +121.7% | -143.0% | -28.7% |
| 3Y | +5.9% | +240.8% | -234.9% | -11.0% |
| 5Y | -12.8% | -33.6% | +20.8% | -15.6% |
| All | +197.1% | +312.8% | -115.6% | +118.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling