+684.6%
TWLO vs ATI
+1,409.0%
-724.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.8% |
| 7D | -1.2% | +3.2% | -4.4% | -1.8% |
| 30D | -6.4% | -9.0% | +2.6% | -4.8% |
| 3M | +6.3% | +15.1% | -8.8% | +3.1% |
| 6M | +76.4% | +38.1% | +38.3% | +64.6% |
| YTD | +58.8% | +80.7% | -21.8% | +40.3% |
| 1Y | +107.1% | +167.5% | -60.4% | +69.0% |
| 3Y | +245.0% | +366.0% | -121.0% | +149.1% |
| 5Y | -36.0% | +1,088.8% | -1,124.7% | -60.9% |
| 10Y | +293.2% | +1,055.0% | -761.8% | +127.9% |
| All | +684.6% | +1,409.0% | -724.4% | +333.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling