-35.6%
TWLO vs ACM
+2.7%
-38.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +2.4% |
| 7D | +0.2% | -3.7% | +3.9% | +2.5% |
| 30D | -9.1% | -12.7% | +3.5% | -2.4% |
| 3M | +11.0% | -9.8% | +20.8% | +16.0% |
| 6M | +79.4% | -31.4% | +110.8% | +123.3% |
| YTD | +59.7% | -32.1% | +91.8% | +97.0% |
| 1Y | +112.3% | -47.8% | +160.1% | +213.6% |
| 3Y | +247.0% | -22.1% | +269.0% | +266.2% |
| 5Y | -35.6% | +1.8% | -37.4% | -43.6% |
| All | -35.6% | +2.7% | -38.3% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling