+572.9%
TWLO vs ARMK
+131.4%
+441.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.5% | +2.7% | +1.9% | +3.6% |
| 30D | -22.1% | -1.5% | -20.6% | -21.7% |
| 3M | -15.3% | -11.6% | -3.8% | -12.0% |
| 6M | +9.7% | +6.7% | +2.9% | +7.0% |
| YTD | +48.5% | +47.4% | +1.1% | +29.1% |
| 1Y | +70.3% | +41.5% | +28.9% | +50.0% |
| 3Y | +261.4% | +95.5% | +165.9% | +184.8% |
| 5Y | -30.6% | +108.4% | -138.9% | -46.4% |
| All | +572.9% | +131.4% | +441.5% | +463.2% |
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