-43.5%
ACN vs TWLO
-34.2%
-9.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | -7.9% | -3.9% | -4.0% | -7.2% |
| 30D | -1.1% | -9.7% | +8.6% | +0.7% |
| 3M | +5.6% | +11.6% | -6.0% | +2.8% |
| 6M | -9.9% | +84.7% | -94.6% | -20.8% |
| YTD | -32.3% | +62.5% | -94.8% | -39.3% |
| 1Y | -25.3% | +121.7% | -147.0% | -36.9% |
| 3Y | -42.3% | +253.0% | -295.2% | -56.5% |
| 5Y | -43.5% | -32.5% | -11.0% | -49.8% |
| All | -43.5% | -34.2% | -9.3% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling