+248.4%
TWLO vs AR
+46.7%
+201.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -2.0% | +2.5% | -4.5% | -2.5% |
| 30D | +20.6% | +14.8% | +5.8% | +17.6% |
| 3M | -1.5% | +6.2% | -7.8% | -2.8% |
| 6M | +89.4% | +4.3% | +85.1% | +86.9% |
| YTD | +63.8% | +14.4% | +49.4% | +58.6% |
| 1Y | +119.7% | +21.3% | +98.4% | +109.7% |
| All | +248.4% | +46.7% | +201.7% | +256.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling