-35.0%
TWLO vs AR
+74.0%
-109.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | -1.5% | -14.3% | +12.8% | +0.9% |
| 30D | -26.0% | +1.4% | -27.4% | -26.4% |
| 3M | +4.6% | +3.4% | +1.2% | +3.5% |
| 6M | +5.5% | -2.1% | +7.6% | +5.3% |
| YTD | +42.0% | +4.7% | +37.3% | +39.4% |
| 1Y | +58.5% | +10.6% | +47.9% | +53.9% |
| 3Y | +279.7% | +24.6% | +255.1% | +262.7% |
| All | -35.0% | +74.0% | -109.0% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling