+601.7%
TWLO vs AR
+25.1%
+576.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | -1.5% | -14.3% | +12.8% | 0.0% |
| 30D | -26.0% | +1.4% | -27.4% | -26.2% |
| 3M | +4.6% | +3.4% | +1.2% | +4.0% |
| 6M | +5.5% | -2.1% | +7.6% | +5.4% |
| YTD | +42.0% | +4.7% | +37.3% | +40.6% |
| 1Y | +58.5% | +10.6% | +47.9% | +55.9% |
| 3Y | +279.7% | +24.6% | +255.1% | +267.0% |
| 5Y | -35.0% | +71.9% | -106.8% | -39.7% |
| 10Y | +539.9% | +46.4% | +493.5% | +653.8% |
| All | +601.7% | +25.1% | +576.6% | +761.6% |
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 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