-36.0%
TWLO vs ALHC
-30.5%
-5.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.9% |
| 7D | -1.2% | -1.0% | -0.3% | -1.1% |
| 30D | -6.4% | -6.3% | 0.0% | -5.5% |
| 3M | +6.3% | -12.3% | +18.6% | +6.2% |
| 6M | +76.4% | -27.0% | +103.4% | +78.6% |
| YTD | +58.8% | -31.8% | +90.7% | +61.9% |
| 1Y | +107.1% | -17.0% | +124.1% | +101.4% |
| 3Y | +245.0% | +159.8% | +85.1% | +118.9% |
| 5Y | -36.0% | -25.1% | -10.8% | -52.2% |
| All | -36.0% | -30.5% | -5.5% | -52.2% |
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 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