+112.3%
TWLO vs ALHC
-19.3%
+131.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.2% |
| 7D | +0.2% | -4.1% | +4.3% | -0.3% |
| 30D | -9.1% | -5.4% | -3.7% | -9.6% |
| 3M | +11.0% | -32.1% | +43.1% | +5.9% |
| 6M | +79.4% | -28.5% | +107.9% | +72.3% |
| YTD | +59.7% | -34.0% | +93.7% | +52.2% |
| 1Y | +112.3% | -20.9% | +133.3% | +97.7% |
| All | +112.3% | -19.3% | +131.6% | +97.7% |
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