+7.4%
ABT vs TWLO
+252.1%
-244.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.8% |
| 7D | -5.0% | -3.9% | -1.1% | -5.0% |
| 30D | -5.8% | -9.7% | +3.9% | -5.7% |
| 3M | +16.7% | +11.6% | +5.1% | +16.6% |
| 6M | -5.2% | +84.7% | -89.9% | -5.8% |
| YTD | -16.0% | +62.5% | -78.5% | -16.2% |
| 1Y | -18.3% | +121.7% | -140.0% | -19.3% |
| All | +7.4% | +252.1% | -244.7% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling