-36.0%
TWLO vs ALK
-28.9%
-7.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | 0.0% | -1.9% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -6.4% | -18.5% | +12.1% | +0.6% |
| 3M | +6.3% | -3.6% | +9.8% | +5.4% |
| 6M | +76.4% | -3.7% | +80.1% | +70.7% |
| YTD | +58.8% | -19.0% | +77.8% | +62.9% |
| 1Y | +107.1% | -36.0% | +143.1% | +135.6% |
| 3Y | +245.0% | +2.3% | +242.6% | +179.1% |
| 5Y | -36.0% | -27.8% | -8.2% | -40.5% |
| All | -36.0% | -28.9% | -7.1% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling