+662.3%
TWLO vs ACGL
+389.2%
+273.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | +2.8% | -1.4% | +4.2% | +3.2% |
| 30D | -22.4% | +12.4% | -34.7% | -25.3% |
| 3M | -14.2% | +11.1% | -25.4% | -17.3% |
| 6M | +10.5% | +16.3% | -5.8% | +4.8% |
| YTD | +54.3% | +13.8% | +40.5% | +46.8% |
| 1Y | +68.0% | +20.4% | +47.6% | +56.9% |
| 3Y | +273.0% | +33.6% | +239.4% | +227.8% |
| 5Y | -26.3% | +176.8% | -203.2% | -52.8% |
| 10Y | +595.4% | +324.6% | +270.9% | +214.3% |
| All | +662.3% | +389.2% | +273.1% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling