+64.3%
TWLO vs AKAM
+16.2%
+48.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -15.9% | -12.4% | -3.5% | -13.4% |
| 30D | -29.0% | -20.4% | -8.6% | -25.8% |
| 3M | +10.0% | -30.3% | +40.4% | +16.8% |
| 6M | +12.6% | -18.8% | +31.3% | +14.8% |
| YTD | +50.1% | -1.5% | +51.6% | +46.7% |
| 1Y | +64.3% | +19.4% | +44.9% | +57.1% |
| All | +64.3% | +16.2% | +48.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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