+300.7%
TWLO vs ACM
+135.8%
+164.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.9% |
| 7D | +0.2% | -3.7% | +3.9% | +1.8% |
| 30D | -9.1% | -12.7% | +3.5% | -4.3% |
| 3M | +11.0% | -9.8% | +20.8% | +14.7% |
| 6M | +79.4% | -31.4% | +110.8% | +109.2% |
| YTD | +59.7% | -32.1% | +91.8% | +85.7% |
| 1Y | +112.3% | -47.8% | +160.1% | +176.8% |
| 3Y | +247.0% | -22.1% | +269.0% | +276.6% |
| 5Y | -35.6% | +1.8% | -37.4% | -36.6% |
| All | +300.7% | +135.8% | +164.9% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling