+88.0%
ARM vs TWLO
+106.8%
-18.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.8% | +4.4% |
| 7D | +11.4% | -1.2% | +12.6% | +11.5% |
| 30D | -7.4% | -6.4% | -1.1% | -6.4% |
| 3M | -24.5% | +6.3% | -30.8% | -26.0% |
| 6M | +128.7% | +76.4% | +52.2% | +90.4% |
| YTD | +139.3% | +58.8% | +80.4% | +102.5% |
| 1Y | +88.0% | +107.1% | -19.1% | +47.1% |
| All | +88.0% | +106.8% | -18.9% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling