+576.0%
TWLO vs ARWR
+1,009.4%
-433.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.3% |
| 7D | +5.6% | -17.9% | +23.5% | +9.9% |
| 30D | -24.6% | -18.9% | -5.7% | -21.2% |
| 3M | -14.0% | -46.0% | +32.0% | -2.1% |
| 6M | +10.1% | -40.3% | +50.4% | +20.7% |
| YTD | +49.2% | -29.0% | +78.2% | +55.1% |
| 1Y | +65.2% | +13.8% | +51.4% | +50.9% |
| 3Y | +260.7% | +74.9% | +185.8% | +164.8% |
| 5Y | -30.2% | -36.2% | +6.0% | -37.0% |
| All | +576.0% | +1,009.4% | -433.4% | +296.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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