+305.7%
TWLO vs ACGL
+270.1%
+35.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | +0.2% | -2.1% | +2.3% | +0.9% |
| 30D | -9.1% | -2.2% | -7.0% | -8.5% |
| 3M | +11.0% | +6.3% | +4.7% | +8.8% |
| 6M | +79.4% | +0.5% | +78.8% | +78.6% |
| YTD | +59.7% | +0.2% | +59.5% | +58.7% |
| 1Y | +112.3% | +7.3% | +105.1% | +105.8% |
| 3Y | +247.0% | +30.8% | +216.1% | +206.3% |
| 5Y | -35.6% | +155.8% | -191.4% | -57.2% |
| 10Y | +305.7% | +276.3% | +29.4% | +112.6% |
| All | +305.7% | +270.1% | +35.6% | +112.6% |
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