-34.0%
TWLO vs ABCL
-81.2%
+47.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | -6.4% | +65.1% | -71.5% | -18.7% |
| 3M | +6.3% | +111.1% | -104.8% | -14.3% |
| 6M | +76.4% | +231.6% | -155.2% | +25.5% |
| YTD | +58.8% | +234.5% | -175.7% | +10.9% |
| 1Y | +107.1% | +174.3% | -67.3% | +49.3% |
| 3Y | +245.0% | +111.5% | +133.5% | +143.1% |
| 5Y | -36.0% | -37.3% | +1.3% | -42.6% |
| All | -34.0% | -81.2% | +47.2% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling