+64.3%
TWLO vs ABCL
+138.2%
-73.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -15.9% | -10.0% | -5.9% | -14.2% |
| 30D | -29.0% | -10.9% | -18.2% | -27.6% |
| 3M | +10.0% | +101.6% | -91.6% | -4.2% |
| 6M | +12.6% | +167.5% | -155.0% | -8.5% |
| YTD | +50.1% | +259.1% | -209.0% | +12.6% |
| 1Y | +64.3% | +152.2% | -87.9% | +33.5% |
| All | +64.3% | +138.2% | -73.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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