-44.0%
ACHR vs TWLO
-38.4%
-5.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.1% |
| 7D | -2.3% | -2.4% | +0.1% | -1.4% |
| 30D | -11.3% | -7.8% | -3.5% | -8.4% |
| 3M | +5.3% | +10.0% | -4.7% | -0.3% |
| 6M | -13.2% | +79.5% | -92.7% | -35.7% |
| YTD | -25.8% | +59.8% | -85.6% | -42.9% |
| 1Y | -34.3% | +121.7% | -156.0% | -56.8% |
| 3Y | -19.9% | +240.8% | -260.7% | -58.3% |
| 5Y | -42.7% | -33.6% | -9.1% | -52.8% |
| All | -44.0% | -38.4% | -5.6% | -50.5% |
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