+689.7%
TWLO vs ALNY
+335.4%
+354.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.4% | -6.5% | +4.1% | -0.9% |
| 30D | -7.8% | +11.0% | -18.9% | -10.3% |
| 3M | +10.0% | -14.1% | +24.1% | +11.7% |
| 6M | +79.5% | -22.4% | +101.9% | +85.4% |
| YTD | +59.8% | -37.5% | +97.3% | +73.5% |
| 1Y | +121.7% | -46.9% | +168.6% | +149.2% |
| 3Y | +240.8% | +22.1% | +218.7% | +196.0% |
| 5Y | -33.6% | +31.2% | -64.8% | -44.4% |
| 10Y | +306.0% | +256.3% | +49.7% | +186.1% |
| All | +689.7% | +335.4% | +354.2% | +447.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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