+637.1%
TWLO vs AR
+34.2%
+602.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.4% |
| 7D | +5.6% | +6.4% | -0.8% | +5.0% |
| 30D | -24.6% | +3.1% | -27.8% | -25.0% |
| 3M | -14.0% | +3.3% | -17.2% | -14.4% |
| 6M | +10.1% | +6.6% | +3.5% | +9.1% |
| YTD | +49.2% | +12.3% | +36.9% | +46.7% |
| 1Y | +65.2% | +12.3% | +52.9% | +62.3% |
| 3Y | +260.7% | +50.4% | +210.2% | +242.7% |
| 5Y | -30.2% | +101.0% | -131.2% | -36.1% |
| 10Y | +572.4% | +57.5% | +514.9% | +686.3% |
| All | +637.1% | +34.2% | +602.9% | +798.8% |
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