+637.1%
TWLO vs ACM
+123.1%
+514.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +5.6% | +5.1% | +0.5% | +3.3% |
| 30D | -24.6% | +18.7% | -43.3% | -30.1% |
| 3M | -14.0% | +15.5% | -29.4% | -19.9% |
| 6M | +10.1% | +1.2% | +8.9% | +7.9% |
| YTD | +49.2% | -25.2% | +74.4% | +65.6% |
| 1Y | +65.2% | -46.3% | +111.5% | +112.2% |
| 3Y | +260.7% | -9.6% | +270.2% | +265.0% |
| 5Y | -30.2% | +4.4% | -34.6% | -32.8% |
| 10Y | +572.4% | +129.3% | +443.1% | +325.6% |
| All | +637.1% | +123.1% | +514.0% | +392.2% |
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 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