+637.1%
TWLO vs ALB
+29.6%
+607.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | +5.6% | -3.6% | +9.2% | +6.7% |
| 30D | -24.6% | -2.9% | -21.8% | -24.1% |
| 3M | -14.0% | -25.8% | +11.9% | -6.7% |
| 6M | +10.1% | -53.6% | +63.7% | +36.2% |
| YTD | +49.2% | -32.4% | +81.6% | +59.5% |
| 1Y | +65.2% | -13.0% | +78.3% | +62.2% |
| 3Y | +260.7% | -15.0% | +275.7% | +218.1% |
| 5Y | -30.2% | -63.5% | +33.3% | -18.1% |
| 10Y | +572.4% | +34.7% | +537.7% | +354.3% |
| All | +637.1% | +29.6% | +607.5% | +405.9% |
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