+261.4%
TWLO vs ARWR
+79.8%
+181.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +4.5% | -17.8% | +22.4% | +6.5% |
| 30D | -22.1% | -18.1% | -4.0% | -20.5% |
| 3M | -15.3% | -44.2% | +28.9% | -10.6% |
| 6M | +9.7% | -38.6% | +48.3% | +14.1% |
| YTD | +48.5% | -28.0% | +76.5% | +50.4% |
| 1Y | +70.3% | +16.1% | +54.2% | +60.4% |
| 3Y | +261.4% | +84.0% | +177.4% | +191.8% |
| All | +261.4% | +79.8% | +181.6% | +191.8% |
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