+70.3%
TWLO vs ARMK
+41.8%
+28.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.5% | +2.7% | +1.9% | +4.1% |
| 30D | -22.1% | -1.5% | -20.6% | -21.8% |
| 3M | -15.3% | -11.6% | -3.8% | -14.5% |
| 6M | +9.7% | +6.7% | +2.9% | +10.1% |
| YTD | +48.5% | +47.4% | +1.1% | +42.5% |
| 1Y | +70.3% | +41.5% | +28.9% | +66.2% |
| All | +70.3% | +41.8% | +28.5% | +66.2% |
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 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