+119.7%
TWLO vs ARMK
+47.4%
+72.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.9% |
| 30D | +20.6% | 0.0% | +20.6% | +20.6% |
| 3M | -1.5% | +6.7% | -8.2% | -1.5% |
| 6M | +89.4% | +38.8% | +50.6% | +89.3% |
| YTD | +63.8% | +55.2% | +8.6% | +63.1% |
| 1Y | +119.7% | +46.6% | +73.1% | +120.7% |
| All | +119.7% | +47.4% | +72.3% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling