+226.1%
TWLO vs AHR
+356.1%
-129.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -7.8% | +1.9% | -9.7% | -8.3% |
| 3M | +10.0% | +15.7% | -5.6% | +7.3% |
| 6M | +79.5% | +2.5% | +77.0% | +79.1% |
| YTD | +59.8% | +15.0% | +44.8% | +53.1% |
| 1Y | +121.7% | +28.1% | +93.6% | +102.5% |
| All | +226.1% | +356.1% | -129.9% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 3y: compounded portfolio wealth divided by compounded AHR 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…
3y analysis · Full analysis span regression · 6 months rolling