+709.2%
TWLO vs AR
+36.6%
+672.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -2.0% | +2.5% | -4.5% | -2.3% |
| 30D | +20.6% | +14.8% | +5.8% | +18.9% |
| 3M | -1.5% | +6.2% | -7.8% | -2.3% |
| 6M | +89.4% | +4.3% | +85.1% | +88.2% |
| YTD | +63.8% | +14.4% | +49.4% | +61.1% |
| 1Y | +119.7% | +21.3% | +98.4% | +114.5% |
| 3Y | +256.1% | +39.8% | +216.3% | +240.8% |
| 5Y | -36.6% | +142.1% | -178.6% | -42.8% |
| 10Y | +304.3% | +52.0% | +252.3% | +379.9% |
| All | +709.2% | +36.6% | +672.6% | +887.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling