+119.7%
TWLO vs ACM
-45.8%
+165.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -2.0% | -3.7% | +1.7% | -0.9% |
| 30D | +20.6% | -11.1% | +31.7% | +25.0% |
| 3M | -1.5% | -8.0% | +6.4% | +0.7% |
| 6M | +89.4% | -29.7% | +119.1% | +108.2% |
| YTD | +63.8% | -29.4% | +93.2% | +79.6% |
| 1Y | +119.7% | -46.4% | +166.2% | +166.9% |
| All | +119.7% | -45.8% | +165.5% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling