-32.3%
TWLO vs ATI
+1,029.4%
-1,061.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.4% | -5.6% | +3.2% | -1.2% |
| 30D | -7.8% | -13.7% | +5.9% | -5.0% |
| 3M | +10.0% | -0.4% | +10.4% | +9.7% |
| 6M | +79.5% | +26.2% | +53.2% | +68.7% |
| YTD | +59.8% | +73.2% | -13.4% | +38.7% |
| 1Y | +121.7% | +161.6% | -39.9% | +72.9% |
| 3Y | +240.8% | +346.2% | -105.4% | +127.7% |
| All | -32.3% | +1,029.4% | -1,061.7% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling