+637.1%
TWLO vs ARMK
+146.7%
+490.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | +5.6% | +7.1% | -1.5% | +3.1% |
| 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% | +5.6% |
| YTD | +49.2% | +47.3% | +1.9% | +29.1% |
| 1Y | +65.2% | +41.5% | +23.8% | +44.9% |
| 3Y | +260.7% | +95.3% | +165.3% | +181.9% |
| 5Y | -30.2% | +108.1% | -138.4% | -46.6% |
| 10Y | +572.4% | +132.0% | +440.4% | +420.2% |
| All | +637.1% | +146.7% | +490.4% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling