+662.3%
TWLO vs ALK
-27.1%
+689.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | +2.8% | +2.6% | +0.2% | +2.1% |
| 30D | -22.4% | +7.8% | -30.2% | -24.1% |
| 3M | -14.2% | -15.2% | +1.0% | -11.0% |
| 6M | +10.5% | +5.0% | +5.5% | +6.2% |
| YTD | +54.3% | -18.4% | +72.7% | +56.2% |
| 1Y | +68.0% | -2.4% | +70.4% | +60.6% |
| 3Y | +273.0% | +19.8% | +253.3% | +224.6% |
| 5Y | -26.3% | -27.8% | +1.4% | -26.9% |
| 10Y | +595.4% | -42.0% | +637.4% | +628.3% |
| All | +662.3% | -27.1% | +689.4% | +574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling