+64.3%
TWLO vs ACGL
+28.7%
+35.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | +0.3% |
| 7D | -15.9% | +8.0% | -23.8% | -14.8% |
| 30D | -29.0% | +17.3% | -46.3% | -28.1% |
| 3M | +10.0% | +11.2% | -1.2% | +11.6% |
| 6M | +12.6% | +18.2% | -5.6% | +16.0% |
| YTD | +50.1% | +15.4% | +34.7% | +52.8% |
| 1Y | +64.3% | +26.5% | +37.7% | +68.7% |
| All | +64.3% | +28.7% | +35.6% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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