+709.2%
TWLO vs ARES
+1,443.7%
-734.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.6% |
| 7D | -2.0% | -1.7% | -0.3% | -1.1% |
| 30D | +20.6% | +0.3% | +20.3% | +20.3% |
| 3M | -1.5% | +8.5% | -10.0% | -7.0% |
| 6M | +89.4% | +23.5% | +66.0% | +65.4% |
| YTD | +63.8% | -11.2% | +75.0% | +68.7% |
| 1Y | +119.7% | -19.3% | +139.0% | +136.1% |
| 3Y | +256.1% | +48.7% | +207.5% | +161.0% |
| 5Y | -36.6% | +106.5% | -143.1% | -61.2% |
| 10Y | +304.3% | +1,055.3% | -751.0% | +16.8% |
| All | +709.2% | +1,443.7% | -734.4% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling