+246.5%
TWLO vs ARES
+34.3%
+212.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.9% |
| 7D | -3.9% | -7.7% | +3.8% | -0.5% |
| 30D | -9.7% | -8.7% | -1.0% | -6.1% |
| 3M | +11.6% | +2.8% | +8.8% | +9.2% |
| 6M | +84.7% | +23.1% | +61.6% | +65.7% |
| YTD | +62.5% | -17.3% | +79.7% | +72.9% |
| 1Y | +121.7% | -24.3% | +146.0% | +144.9% |
| All | +246.5% | +34.3% | +212.2% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling