+307.6%
TWLO vs ARWR
+1,080.6%
-773.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -3.9% | -4.3% | +0.4% | -3.0% |
| 30D | -9.7% | -7.3% | -2.4% | -8.3% |
| 3M | +11.6% | +17.0% | -5.4% | +6.4% |
| 6M | +84.7% | +39.8% | +44.9% | +67.6% |
| YTD | +62.5% | +24.7% | +37.8% | +50.3% |
| 1Y | +121.7% | +186.5% | -64.8% | +65.3% |
| 3Y | +253.0% | +176.8% | +76.2% | +138.0% |
| 5Y | -32.5% | +29.3% | -61.8% | -47.3% |
| All | +307.6% | +1,080.6% | -773.0% | +105.1% |
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