+0.3%
AXP vs TWLO
+107.9%
-107.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -5.0% | -9.1% | +4.1% | -4.7% |
| 3M | +1.4% | +11.0% | -9.6% | +0.7% |
| 6M | +6.0% | +79.4% | -73.4% | -0.7% |
| YTD | -12.3% | +59.7% | -72.0% | -17.3% |
| 1Y | +0.3% | +112.3% | -112.0% | -9.0% |
| All | +0.3% | +107.9% | -107.6% | -9.0% |
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