+644.0%
TWLO vs ALB
+29.7%
+614.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.2% | +7.9% | +4.9% |
| 7D | +0.2% | +5.3% | -5.0% | -1.5% |
| 30D | -26.0% | -6.3% | -19.7% | -24.7% |
| 3M | -14.3% | -27.4% | +13.1% | -6.5% |
| 6M | +6.2% | -53.1% | +59.3% | +31.0% |
| YTD | +50.6% | -32.3% | +82.9% | +61.0% |
| 1Y | +64.0% | -7.3% | +71.3% | +57.5% |
| 3Y | +264.1% | -14.9% | +279.0% | +221.0% |
| 5Y | -27.9% | -62.0% | +34.1% | -16.4% |
| 10Y | +580.0% | +33.0% | +547.0% | +362.5% |
| All | +644.0% | +29.7% | +614.4% | +410.5% |
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