+313.3%
ANET vs TWLO
+246.3%
+66.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.0% |
| 7D | +3.0% | -2.4% | +5.4% | +3.6% |
| 30D | -5.2% | -7.8% | +2.6% | -3.4% |
| 3M | +27.6% | +10.0% | +17.6% | +22.9% |
| 6M | +44.4% | +79.5% | -35.1% | +18.9% |
| YTD | +52.3% | +59.8% | -7.5% | +29.1% |
| 1Y | +30.4% | +121.7% | -91.3% | -0.8% |
| 3Y | +313.3% | +240.8% | +72.4% | +182.1% |
| All | +313.3% | +246.3% | +66.9% | +182.1% |
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