+307.6%
TWLO vs ACM
+131.7%
+176.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.5% |
| 7D | -3.9% | -5.9% | +2.0% | -1.3% |
| 30D | -9.7% | -6.2% | -3.5% | -7.5% |
| 3M | +11.6% | -7.9% | +19.5% | +14.3% |
| 6M | +84.7% | -30.6% | +115.3% | +114.3% |
| YTD | +62.5% | -33.3% | +95.8% | +90.3% |
| 1Y | +121.7% | -49.2% | +170.9% | +192.5% |
| 3Y | +253.0% | -23.5% | +276.4% | +286.0% |
| 5Y | -32.5% | +0.9% | -33.4% | -33.3% |
| All | +307.6% | +131.7% | +176.0% | +169.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling