+702.8%
TWLO vs AKAM
+93.9%
+608.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +3.3% |
| 7D | -3.9% | +0.6% | -4.5% | -4.3% |
| 30D | -9.7% | -8.2% | -1.5% | -6.3% |
| 3M | +11.6% | -17.6% | +29.2% | +20.0% |
| 6M | +84.7% | +2.5% | +82.2% | +68.5% |
| YTD | +62.5% | +22.8% | +39.7% | +30.3% |
| 1Y | +121.7% | +39.6% | +82.1% | +63.2% |
| 3Y | +253.0% | +2.3% | +250.6% | +198.5% |
| 5Y | -32.5% | -4.3% | -28.2% | -40.5% |
| 10Y | +312.7% | +104.1% | +208.7% | +132.5% |
| All | +702.8% | +93.9% | +608.9% | +360.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling