-44.8%
ACHR vs TWLO
-38.5%
-6.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.2% | -5.9% |
| 7D | -2.7% | +0.2% | -2.8% | -2.9% |
| 30D | -12.1% | -9.1% | -3.0% | -8.6% |
| 3M | +3.4% | +11.0% | -7.6% | -2.5% |
| 6M | -15.6% | +79.4% | -95.0% | -37.4% |
| YTD | -26.9% | +59.7% | -86.6% | -43.7% |
| 1Y | -34.8% | +112.3% | -147.1% | -56.3% |
| 3Y | -19.2% | +247.0% | -266.2% | -58.2% |
| 5Y | -43.8% | -35.6% | -8.2% | -53.3% |
| All | -44.8% | -38.5% | -6.4% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling