+240.8%
TWLO vs AKAM
+0.9%
+239.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.4% | +1.5% | -3.9% | -3.0% |
| 30D | -7.8% | -13.0% | +5.2% | -3.8% |
| 3M | +10.0% | -19.4% | +29.4% | +16.7% |
| 6M | +79.5% | +0.3% | +79.2% | +70.1% |
| YTD | +59.8% | +22.4% | +37.4% | +35.5% |
| 1Y | +121.7% | +34.8% | +86.8% | +78.3% |
| 3Y | +240.8% | +1.9% | +238.9% | +168.1% |
| All | +240.8% | +0.9% | +239.9% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling