+114.9%
AXP vs TWLO
+261.1%
-146.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.1% | +4.5% | -4.7% | -0.6% |
| 30D | +4.4% | -22.1% | +26.5% | +7.1% |
| 3M | -6.4% | -15.3% | +8.9% | -5.4% |
| 6M | +4.2% | +9.7% | -5.5% | +0.8% |
| YTD | -12.4% | +48.5% | -60.9% | -20.4% |
| 1Y | -11.1% | +70.3% | -81.5% | -21.3% |
| 3Y | +114.9% | +261.4% | -146.5% | +64.1% |
| All | +114.9% | +261.1% | -146.2% | +64.1% |
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