-56.9%
ACHR vs TWLO
+60.3%
-117.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -5.1% | -15.9% | +10.8% | -1.3% |
| 30D | -12.7% | -29.0% | +16.3% | -5.4% |
| 3M | -22.4% | +10.0% | -32.4% | -24.1% |
| 6M | -28.6% | +12.6% | -41.2% | -30.8% |
| YTD | -45.2% | +50.1% | -95.3% | -53.3% |
| 1Y | -56.9% | +64.3% | -121.2% | -65.3% |
| All | -56.9% | +60.3% | -117.2% | -65.3% |
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 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