+709.2%
TWLO vs ACGL
+339.6%
+369.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +20.6% | -1.0% | +21.6% | +20.9% |
| 3M | -1.5% | +11.0% | -12.6% | -4.9% |
| 6M | +89.4% | -0.3% | +89.8% | +89.0% |
| YTD | +63.8% | +2.3% | +61.5% | +61.7% |
| 1Y | +119.7% | +6.4% | +113.4% | +113.4% |
| 3Y | +256.1% | +34.0% | +222.2% | +210.8% |
| 5Y | -36.6% | +161.6% | -198.2% | -58.7% |
| 10Y | +304.3% | +278.6% | +25.7% | +92.7% |
| All | +709.2% | +339.6% | +369.6% | +235.6% |
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 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