+633.6%
TWLO vs AG
+12.2%
+621.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.2% |
| 7D | +4.5% | -10.0% | +14.5% | +5.7% |
| 30D | -22.1% | -10.5% | -11.6% | -21.2% |
| 3M | -15.3% | -27.3% | +11.9% | -12.8% |
| 6M | +9.7% | -43.0% | +52.6% | +15.2% |
| YTD | +48.5% | -17.9% | +66.4% | +48.2% |
| 1Y | +70.3% | +11.9% | +58.4% | +64.1% |
| 3Y | +261.4% | +201.8% | +59.6% | +200.4% |
| 5Y | -30.6% | -0.1% | -30.5% | -37.3% |
| 10Y | +569.2% | +72.7% | +496.5% | +453.2% |
| All | +633.6% | +12.2% | +621.5% | +532.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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