+245.0%
TWLO vs ACM
-19.8%
+264.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | -6.4% | -12.9% | +6.5% | -0.5% |
| 3M | +6.3% | -6.4% | +12.7% | +8.3% |
| 6M | +76.4% | -29.2% | +105.7% | +107.6% |
| YTD | +58.8% | -29.9% | +88.8% | +85.6% |
| 1Y | +107.1% | -47.3% | +154.4% | +187.2% |
| 3Y | +245.0% | -19.6% | +264.6% | +245.7% |
| All | +245.0% | -19.8% | +264.8% | +245.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling