+576.0%
TWLO vs ACGL
+322.9%
+253.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +5.6% | -1.2% | +6.8% | +6.0% |
| 30D | -24.6% | +12.8% | -37.4% | -27.5% |
| 3M | -14.0% | +12.3% | -26.2% | -17.2% |
| 6M | +10.1% | +15.8% | -5.8% | +4.7% |
| YTD | +49.2% | +13.9% | +35.3% | +42.2% |
| 1Y | +65.2% | +19.0% | +46.2% | +55.2% |
| 3Y | +260.7% | +33.7% | +227.0% | +218.2% |
| 5Y | -30.2% | +173.4% | -203.6% | -54.5% |
| All | +576.0% | +322.9% | +253.1% | +281.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling