+301.0%
TWLO vs ARES
+979.8%
-678.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -2.4% | -6.1% | +3.7% | +0.8% |
| 30D | -7.8% | -7.5% | -0.3% | -4.0% |
| 3M | +10.0% | +0.1% | +9.9% | +8.6% |
| 6M | +79.5% | +30.3% | +49.2% | +52.7% |
| YTD | +59.8% | -16.6% | +76.4% | +70.0% |
| 1Y | +121.7% | -26.1% | +147.8% | +149.8% |
| 3Y | +240.8% | +36.4% | +204.4% | +162.4% |
| 5Y | -33.6% | +95.0% | -128.6% | -58.0% |
| All | +301.0% | +979.8% | -678.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling