+121.7%
TWLO vs AJG
-17.2%
+138.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | -2.4% | -8.3% | +5.9% | -2.3% |
| 30D | -7.8% | -5.7% | -2.1% | -7.7% |
| 3M | +10.0% | +9.1% | +1.0% | +9.5% |
| 6M | +79.5% | +15.2% | +64.3% | +77.7% |
| YTD | +59.8% | -6.3% | +66.1% | +44.5% |
| 1Y | +121.7% | -19.1% | +140.8% | +93.0% |
| All | +121.7% | -17.2% | +138.9% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling