+85.9%
ACN vs TWLO
+871.2%
-785.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.8% |
| 7D | -1.5% | -2.0% | +0.5% | -1.2% |
| 30D | +9.4% | +20.6% | -11.2% | +5.8% |
| 3M | +5.6% | -1.5% | +7.2% | +5.3% |
| 6M | -9.3% | +89.4% | -98.7% | -18.7% |
| YTD | -29.0% | +63.8% | -92.8% | -35.1% |
| 1Y | -24.7% | +119.7% | -144.4% | -34.4% |
| 3Y | -39.8% | +256.1% | -296.0% | -52.4% |
| 5Y | -40.9% | -36.6% | -4.4% | -44.8% |
| 10Y | +91.1% | +304.3% | -213.2% | +36.2% |
| All | +85.9% | +871.2% | -785.3% | +22.6% |
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