+240.8%
TWLO vs ARKK
+89.0%
+151.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -2.0% |
| 7D | -2.4% | -3.1% | +0.6% | -0.7% |
| 30D | -7.8% | +2.7% | -10.5% | -9.5% |
| 3M | +10.0% | +10.8% | -0.7% | +3.1% |
| 6M | +79.5% | +14.4% | +65.1% | +64.0% |
| YTD | +59.8% | +8.7% | +51.2% | +49.7% |
| 1Y | +121.7% | +6.7% | +114.9% | +110.2% |
| 3Y | +240.8% | +87.4% | +153.4% | +125.4% |
| All | +240.8% | +89.0% | +151.8% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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