+4,226.0%
ANET vs TWLO
+847.7%
+3,378.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.0% |
| 7D | +3.0% | -2.4% | +5.4% | +3.5% |
| 30D | -5.2% | -7.8% | +2.6% | -3.6% |
| 3M | +27.6% | +10.0% | +17.6% | +23.5% |
| 6M | +44.4% | +79.5% | -35.1% | +23.6% |
| YTD | +52.3% | +59.8% | -7.5% | +33.3% |
| 1Y | +30.4% | +121.7% | -91.3% | +5.4% |
| 3Y | +313.3% | +240.8% | +72.4% | +195.9% |
| 5Y | +810.0% | -33.6% | +843.6% | +749.4% |
| 10Y | +3,903.8% | +306.0% | +3,597.8% | +2,246.0% |
| All | +4,226.0% | +847.7% | +3,378.3% | +2,161.1% |
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 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