+65.2%
TWLO vs ALHC
-54.5%
+119.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -3.5% |
| 7D | +5.6% | -0.8% | +6.4% | +5.5% |
| 30D | -24.6% | -9.6% | -15.0% | -25.6% |
| 3M | -14.0% | -44.5% | +30.6% | -18.8% |
| 6M | +10.1% | -59.2% | +69.3% | +3.7% |
| YTD | +49.2% | -62.0% | +111.2% | +32.0% |
| 1Y | +65.2% | -54.8% | +120.1% | +37.9% |
| All | +65.2% | -54.5% | +119.8% | +37.9% |
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