+201.3%
TWLO vs AS
+125.3%
+76.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.5% |
| 7D | +5.6% | -3.6% | +9.2% | +6.6% |
| 30D | -24.6% | +3.4% | -28.0% | -25.5% |
| 3M | -14.0% | -8.6% | -5.4% | -12.1% |
| 6M | +10.1% | -10.0% | +20.1% | +12.3% |
| YTD | +49.2% | -19.2% | +68.4% | +56.0% |
| 1Y | +65.2% | -3.8% | +69.0% | +63.0% |
| All | +201.3% | +125.3% | +76.0% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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