+70.3%
TWLO vs AR
+11.3%
+59.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +4.5% | +7.4% | -2.8% | +3.8% |
| 30D | -22.1% | +5.8% | -27.9% | -22.9% |
| 3M | -15.3% | +5.2% | -20.5% | -16.1% |
| 6M | +9.7% | +5.4% | +4.2% | +8.9% |
| YTD | +48.5% | +12.4% | +36.1% | +42.8% |
| 1Y | +70.3% | +12.8% | +57.5% | +63.5% |
| All | +70.3% | +11.3% | +59.0% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling