+268.6%
ARM vs TWLO
+261.1%
+7.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.5% |
| 7D | +9.1% | +4.5% | +4.6% | +7.5% |
| 30D | -19.9% | -22.1% | +2.1% | -12.8% |
| 3M | -31.6% | -15.3% | -16.3% | -28.2% |
| 6M | -13.9% | +9.7% | -23.5% | -18.8% |
| YTD | +74.3% | +48.5% | +25.8% | +42.5% |
| 1Y | +35.8% | +70.3% | -34.6% | +4.6% |
| 3Y | +268.6% | +261.4% | +7.2% | +68.7% |
| All | +268.6% | +261.1% | +7.5% | +68.7% |
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