+576.0%
TWLO vs ARMK
+131.1%
+444.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | +5.6% | +7.1% | -1.5% | +3.2% |
| 30D | -24.6% | -1.6% | -23.0% | -24.2% |
| 3M | -14.0% | -10.5% | -3.4% | -10.9% |
| 6M | +10.1% | +11.8% | -1.7% | +5.8% |
| YTD | +49.2% | +47.3% | +1.9% | +29.7% |
| 1Y | +65.2% | +41.5% | +23.8% | +45.5% |
| 3Y | +260.7% | +95.3% | +165.3% | +184.3% |
| 5Y | -30.2% | +108.1% | -138.4% | -46.1% |
| All | +576.0% | +131.1% | +444.9% | +466.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling