-32.3%
TWLO vs ADSK
-25.3%
-7.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.0% |
| 7D | -2.4% | -2.5% | +0.1% | -0.3% |
| 30D | -7.8% | -14.9% | +7.1% | +5.0% |
| 3M | +10.0% | +3.3% | +6.7% | +4.6% |
| 6M | +79.5% | -15.7% | +95.1% | +104.1% |
| YTD | +59.8% | -28.2% | +88.1% | +109.0% |
| 1Y | +121.7% | -34.5% | +156.2% | +214.2% |
| 3Y | +240.8% | -2.9% | +243.7% | +230.8% |
| All | -32.3% | -25.3% | -7.0% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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