+261.4%
TWLO vs ATI
+318.7%
-57.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.4% |
| 7D | +4.5% | +4.2% | +0.4% | +3.5% |
| 30D | -22.1% | -2.5% | -19.6% | -21.7% |
| 3M | -15.3% | -19.4% | +4.1% | -11.6% |
| 6M | +9.7% | +11.1% | -1.4% | +6.2% |
| YTD | +48.5% | +59.5% | -11.1% | +29.0% |
| 1Y | +70.3% | +85.8% | -15.4% | +41.5% |
| 3Y | +261.4% | +311.9% | -50.5% | +132.8% |
| All | +261.4% | +318.7% | -57.3% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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