+301.0%
TWLO vs AKAM
+103.9%
+197.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.4% | +1.5% | -3.9% | -3.3% |
| 30D | -7.8% | -13.0% | +5.2% | -1.5% |
| 3M | +10.0% | -19.4% | +29.4% | +19.7% |
| 6M | +79.5% | +0.3% | +79.2% | +65.6% |
| YTD | +59.8% | +22.4% | +37.4% | +28.0% |
| 1Y | +121.7% | +34.8% | +86.8% | +66.0% |
| 3Y | +240.8% | +1.9% | +238.9% | +188.0% |
| 5Y | -33.6% | -4.6% | -29.0% | -41.6% |
| All | +301.0% | +103.9% | +197.1% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling