+644.0%
TWLO vs ACM
+124.8%
+519.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.4% |
| 7D | +0.2% | +6.6% | -6.4% | -2.5% |
| 30D | -26.0% | +19.8% | -45.8% | -31.7% |
| 3M | -14.3% | -3.1% | -11.2% | -14.1% |
| 6M | +6.2% | -11.5% | +17.7% | +10.2% |
| YTD | +50.6% | -24.7% | +75.3% | +66.6% |
| 1Y | +64.0% | -45.1% | +109.1% | +108.4% |
| 3Y | +264.1% | -8.9% | +272.9% | +267.2% |
| 5Y | -27.9% | +5.4% | -33.3% | -30.9% |
| 10Y | +580.0% | +131.1% | +449.0% | +329.0% |
| All | +644.0% | +124.8% | +519.2% | +395.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling