+633.6%
TWLO vs ALM
+1,488.4%
-854.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.7% |
| 7D | +4.5% | +1.2% | +3.3% | +4.5% |
| 30D | -22.1% | -19.3% | -2.8% | -21.7% |
| 3M | -15.3% | -40.6% | +25.3% | -14.5% |
| 6M | +9.7% | -57.9% | +67.6% | +11.4% |
| YTD | +48.5% | -6.7% | +55.2% | +47.3% |
| 1Y | +70.3% | +20.2% | +50.2% | +67.8% |
| 3Y | +261.4% | +879.4% | -618.0% | +240.2% |
| 5Y | -30.6% | +415.3% | -445.8% | -34.5% |
| 10Y | +569.2% | +2,100.8% | -1,531.6% | +520.4% |
| All | +633.6% | +1,488.4% | -854.8% | +567.6% |
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