-38.0%
TWLO vs ABCL
-81.0%
+42.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.6% | -2.6% |
| 7D | +5.6% | +4.4% | +1.2% | +4.4% |
| 30D | -24.6% | -7.9% | -16.8% | -23.2% |
| 3M | -14.0% | +12.2% | -26.2% | -17.3% |
| 6M | +10.1% | +134.7% | -124.7% | -14.7% |
| YTD | +49.2% | +239.8% | -190.6% | +3.4% |
| 1Y | +65.2% | +192.7% | -127.5% | +18.4% |
| 3Y | +260.7% | +187.6% | +73.0% | +131.7% |
| 5Y | -30.2% | -22.6% | -7.6% | -39.4% |
| All | -38.0% | -81.0% | +42.9% | -38.4% |
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