+238.6%
TWLO vs ALK
+2.0%
+236.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | 0.0% | -2.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -6.4% | -18.5% | +12.1% | -2.3% |
| 3M | +6.3% | -3.6% | +9.8% | +5.8% |
| 6M | +76.4% | -3.7% | +80.1% | +73.1% |
| YTD | +58.8% | -19.0% | +77.8% | +62.2% |
| 1Y | +107.1% | -36.0% | +143.1% | +127.2% |
| All | +238.6% | +2.0% | +236.6% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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