-26.3%
TWLO vs ARMK
+106.1%
-132.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | +2.8% | +2.8% | 0.0% | +1.0% |
| 30D | -22.4% | -1.8% | -20.6% | -21.5% |
| 3M | -14.2% | -10.9% | -3.4% | -8.5% |
| 6M | +10.5% | +21.2% | -10.7% | -3.6% |
| YTD | +54.3% | +47.0% | +7.3% | +16.4% |
| 1Y | +68.0% | +42.9% | +25.1% | +29.0% |
| 3Y | +273.0% | +95.0% | +178.0% | +116.8% |
| 5Y | -26.3% | +106.2% | -132.6% | -62.9% |
| All | -26.3% | +106.1% | -132.5% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling