+121.7%
TWLO vs AUR
+17.8%
+103.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | -2.4% | +1.4% | -3.8% | -2.8% |
| 30D | -7.8% | -6.4% | -1.4% | -6.8% |
| 3M | +10.0% | +7.7% | +2.3% | +6.1% |
| 6M | +79.5% | +44.5% | +35.0% | +53.9% |
| YTD | +59.8% | +67.4% | -7.6% | +29.2% |
| 1Y | +121.7% | +15.4% | +106.2% | +113.1% |
| All | +121.7% | +17.8% | +103.9% | +113.1% |
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