-35.5%
TWLO vs ACGL
+159.2%
-194.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.0% |
| 7D | -1.5% | +0.9% | -2.3% | -1.6% |
| 30D | -26.0% | +13.7% | -39.7% | -27.7% |
| 3M | +4.6% | +8.0% | -3.5% | +3.0% |
| 6M | +5.5% | +13.3% | -7.7% | +3.1% |
| YTD | +42.0% | +11.8% | +30.2% | +38.7% |
| 1Y | +58.5% | +22.2% | +36.2% | +52.0% |
| 3Y | +279.7% | +32.5% | +247.2% | +251.8% |
| All | -35.5% | +159.2% | -194.7% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling