+644.0%
TWLO vs ACGL
+389.1%
+254.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.4% |
| 7D | +0.2% | +1.3% | -1.0% | -0.2% |
| 30D | -26.0% | +14.2% | -40.2% | -29.2% |
| 3M | -14.3% | +11.1% | -25.4% | -17.4% |
| 6M | +6.2% | +16.4% | -10.2% | +0.7% |
| YTD | +50.6% | +13.8% | +36.8% | +43.3% |
| 1Y | +64.0% | +21.6% | +42.5% | +52.7% |
| 3Y | +264.1% | +33.5% | +230.5% | +220.0% |
| 5Y | -27.9% | +174.8% | -202.8% | -53.7% |
| 10Y | +580.0% | +330.4% | +249.7% | +203.9% |
| All | +644.0% | +389.1% | +254.9% | +197.4% |
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