-35.5%
TWLO vs ABCL
-21.8%
-13.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -1.3% |
| 7D | -1.5% | -3.2% | +1.7% | -0.9% |
| 30D | -26.0% | -7.4% | -18.6% | -24.6% |
| 3M | +4.6% | +81.9% | -77.4% | -13.0% |
| 6M | +5.5% | +135.7% | -130.2% | -20.7% |
| YTD | +42.0% | +247.4% | -205.3% | -6.4% |
| 1Y | +58.5% | +162.3% | -103.8% | +12.3% |
| 3Y | +279.7% | +165.5% | +114.2% | +136.5% |
| All | -35.5% | -21.8% | -13.7% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling