-36.0%
TWLO vs ARWR
+29.5%
-65.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -1.2% | +2.9% | -4.1% | -1.9% |
| 30D | -6.4% | -2.9% | -3.5% | -5.8% |
| 3M | +6.3% | +15.2% | -9.0% | +0.9% |
| 6M | +76.4% | +42.3% | +34.2% | +56.1% |
| YTD | +58.8% | +28.2% | +30.6% | +43.3% |
| 1Y | +107.1% | +213.2% | -106.2% | +38.5% |
| 3Y | +245.0% | +184.6% | +60.3% | +101.3% |
| 5Y | -36.0% | +29.2% | -65.2% | -50.5% |
| All | -36.0% | +29.5% | -65.5% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling