+709.2%
TWLO vs ACM
+110.8%
+598.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -2.0% | -3.7% | +1.7% | -0.3% |
| 30D | +20.6% | -11.1% | +31.7% | +26.2% |
| 3M | -1.5% | -8.0% | +6.4% | +1.0% |
| 6M | +89.4% | -29.7% | +119.1% | +118.8% |
| YTD | +63.8% | -29.4% | +93.2% | +87.4% |
| 1Y | +119.7% | -46.4% | +166.2% | +183.9% |
| 3Y | +256.1% | -22.3% | +278.5% | +287.1% |
| 5Y | -36.6% | +4.5% | -41.0% | -38.5% |
| 10Y | +304.3% | +127.6% | +176.7% | +161.6% |
| All | +709.2% | +110.8% | +598.4% | +456.9% |
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