+264.1%
TWLO vs ALHC
+30.0%
+234.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +3.6% |
| 7D | +0.2% | +3.8% | -3.6% | +0.2% |
| 30D | -26.0% | +1.7% | -27.7% | -25.9% |
| 3M | -14.3% | -44.3% | +30.0% | -14.2% |
| 6M | +6.2% | -57.2% | +63.4% | +6.8% |
| YTD | +50.6% | -61.2% | +111.8% | +50.6% |
| 1Y | +64.0% | -53.2% | +117.2% | +61.6% |
| 3Y | +264.1% | +27.8% | +236.2% | +226.2% |
| All | +264.1% | +30.0% | +234.1% | +226.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling