+248.4%
TWLO vs ABCL
+109.3%
+139.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.9% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | +20.6% | +93.1% | -72.5% | +6.4% |
| 3M | -1.5% | +79.4% | -81.0% | -12.9% |
| 6M | +89.4% | +214.9% | -125.4% | +51.2% |
| YTD | +63.8% | +234.2% | -170.4% | +28.1% |
| 1Y | +119.7% | +174.8% | -55.0% | +76.3% |
| All | +248.4% | +109.3% | +139.1% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling