-27.9%
TWLO vs ALHC
-63.9%
+35.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +2.8% |
| 7D | +0.2% | +3.8% | -3.6% | -0.4% |
| 30D | -26.0% | +1.7% | -27.7% | -26.2% |
| 3M | -14.3% | -44.3% | +30.0% | -7.6% |
| 6M | +6.2% | -57.2% | +63.4% | +16.5% |
| YTD | +50.6% | -61.2% | +111.8% | +65.2% |
| 1Y | +64.0% | -53.2% | +117.2% | +72.2% |
| 3Y | +264.1% | +27.8% | +236.2% | +161.6% |
| 5Y | -27.9% | -65.4% | +37.4% | -29.0% |
| All | -27.9% | -63.9% | +35.9% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling