+64.3%
TWLO vs AUR
-17.4%
+81.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.9% |
| 7D | -15.9% | -19.8% | +4.0% | -11.7% |
| 30D | -29.0% | -29.0% | 0.0% | -23.5% |
| 3M | +10.0% | -43.6% | +53.6% | +23.5% |
| 6M | +12.6% | -36.6% | +49.2% | +20.3% |
| YTD | +50.1% | +6.3% | +43.8% | +40.4% |
| 1Y | +64.3% | -9.0% | +73.3% | +55.9% |
| All | +64.3% | -17.4% | +81.7% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling