+245.0%
TWLO vs ARWR
+181.4%
+63.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.9% |
| 7D | -1.2% | +2.9% | -4.1% | -1.5% |
| 30D | -6.4% | -2.9% | -3.5% | -6.1% |
| 3M | +6.3% | +15.2% | -9.0% | +4.1% |
| 6M | +76.4% | +42.3% | +34.2% | +67.3% |
| YTD | +58.8% | +28.2% | +30.6% | +52.0% |
| 1Y | +107.1% | +213.2% | -106.2% | +72.4% |
| 3Y | +245.0% | +184.6% | +60.3% | +156.6% |
| All | +245.0% | +181.4% | +63.6% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling