+637.1%
TWLO vs ALM
+1,374.4%
-737.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -3.1% |
| 7D | +5.6% | -4.0% | +9.6% | +5.7% |
| 30D | -24.6% | -30.5% | +5.9% | -24.0% |
| 3M | -14.0% | -46.9% | +33.0% | -12.8% |
| 6M | +10.1% | -65.5% | +75.6% | +12.4% |
| YTD | +49.2% | -13.4% | +62.6% | +48.3% |
| 1Y | +65.2% | +9.8% | +55.4% | +63.2% |
| 3Y | +260.7% | +783.1% | -522.4% | +240.3% |
| 5Y | -30.2% | +378.3% | -408.5% | -34.0% |
| 10Y | +572.4% | +1,942.8% | -1,370.4% | +524.6% |
| All | +637.1% | +1,374.4% | -737.3% | +572.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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