-43.0%
ACN vs TWLO
+246.1%
-289.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -6.3% | +0.2% | -6.5% | -6.3% |
| 30D | -1.4% | -9.1% | +7.8% | +0.4% |
| 3M | +2.6% | +11.0% | -8.4% | -0.3% |
| 6M | -14.3% | +79.4% | -93.7% | -25.0% |
| YTD | -33.1% | +59.7% | -92.8% | -40.5% |
| 1Y | -28.8% | +112.3% | -141.1% | -40.1% |
| All | -43.0% | +246.1% | -289.1% | -58.4% |
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