+70.3%
TWLO vs ACM
-46.0%
+116.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +4.5% | +5.6% | -1.1% | +3.4% |
| 30D | -22.1% | +20.8% | -42.9% | -25.0% |
| 3M | -15.3% | +11.4% | -26.7% | -17.0% |
| 6M | +9.7% | +0.9% | +8.7% | +10.0% |
| YTD | +48.5% | -24.8% | +73.3% | +58.2% |
| 1Y | +70.3% | -46.4% | +116.8% | +83.2% |
| All | +70.3% | -46.0% | +116.3% | +83.2% |
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