+119.7%
TWLO vs ALHC
-16.6%
+136.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.0% | -0.6% | -1.4% | -2.1% |
| 30D | +20.6% | -1.0% | +21.6% | +20.2% |
| 3M | -1.5% | -10.2% | +8.6% | -0.1% |
| 6M | +89.4% | -28.3% | +117.7% | +82.8% |
| YTD | +63.8% | -31.4% | +95.2% | +57.0% |
| 1Y | +119.7% | -16.9% | +136.7% | +110.1% |
| All | +119.7% | -16.6% | +136.4% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling