+301.0%
TWLO vs AJG
+473.1%
-172.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -2.4% | -8.3% | +5.9% | +2.1% |
| 30D | -7.8% | -5.7% | -2.1% | -5.2% |
| 3M | +10.0% | +9.1% | +1.0% | +3.5% |
| 6M | +79.5% | +15.2% | +64.3% | +63.4% |
| YTD | +59.8% | -6.3% | +66.1% | +61.6% |
| 1Y | +121.7% | -19.1% | +140.8% | +141.8% |
| 3Y | +240.8% | +8.2% | +232.6% | +193.4% |
| 5Y | -33.6% | +75.6% | -109.2% | -60.6% |
| All | +301.0% | +473.1% | -172.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling