-35.6%
TWLO vs ARMK
+146.8%
-182.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.3% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | -9.1% | +2.4% | -11.5% | -10.7% |
| 3M | +11.0% | +6.1% | +4.9% | +6.6% |
| 6M | +79.4% | +41.8% | +37.6% | +42.4% |
| YTD | +59.7% | +55.5% | +4.2% | +18.1% |
| 1Y | +112.3% | +49.6% | +62.7% | +60.1% |
| 3Y | +247.0% | +122.8% | +124.2% | +88.2% |
| 5Y | -35.6% | +151.0% | -186.6% | -68.8% |
| All | -35.6% | +146.8% | -182.4% | -68.8% |
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