+709.2%
TWLO vs AA
+118.6%
+590.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | +20.6% | +5.0% | +15.6% | +19.5% |
| 3M | -1.5% | -35.8% | +34.3% | +6.6% |
| 6M | +89.4% | -18.4% | +107.8% | +94.1% |
| YTD | +63.8% | -5.5% | +69.3% | +61.7% |
| 1Y | +119.7% | +61.0% | +58.8% | +93.3% |
| 3Y | +256.1% | +66.2% | +189.9% | +200.4% |
| 5Y | -36.6% | +11.4% | -47.9% | -44.7% |
| 10Y | +304.3% | +116.9% | +187.5% | +198.7% |
| All | +709.2% | +118.6% | +590.7% | +501.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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