+709.2%
TWLO vs ALB
+71.9%
+637.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -1.8% |
| 7D | -2.0% | -8.1% | +6.0% | +0.4% |
| 30D | +20.6% | +6.3% | +14.3% | +18.2% |
| 3M | -1.5% | -23.6% | +22.0% | +5.9% |
| 6M | +89.4% | -24.6% | +114.0% | +100.5% |
| YTD | +63.8% | -10.3% | +74.1% | +61.8% |
| 1Y | +119.7% | +61.5% | +58.3% | +76.4% |
| 3Y | +256.1% | -34.0% | +290.1% | +254.6% |
| 5Y | -36.6% | -44.6% | +8.0% | -34.1% |
| 10Y | +304.3% | +76.1% | +228.2% | +149.3% |
| All | +709.2% | +71.9% | +637.3% | +413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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