-34.0%
TWLO vs ALHC
-61.4%
+27.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +4.5% | +0.3% | +4.3% | +4.5% |
| 30D | -22.1% | -10.6% | -11.5% | -20.8% |
| 3M | -15.3% | -45.3% | +30.0% | -8.2% |
| 6M | +9.7% | -59.7% | +69.4% | +21.9% |
| YTD | +48.5% | -62.7% | +111.2% | +64.3% |
| 1Y | +70.3% | -56.1% | +126.5% | +81.5% |
| 3Y | +261.4% | +21.3% | +240.2% | +167.6% |
| 5Y | -30.6% | -66.0% | +35.4% | -35.4% |
| All | -34.0% | -61.4% | +27.4% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling