-21.6%
TWLO vs AUR
-36.7%
+15.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.3% |
| 7D | -3.9% | +0.2% | -4.0% | -4.0% |
| 30D | -9.7% | -8.9% | -0.8% | -8.3% |
| 3M | +11.6% | +4.6% | +7.0% | +9.2% |
| 6M | +84.7% | +44.9% | +39.8% | +66.6% |
| YTD | +62.5% | +64.8% | -2.4% | +41.7% |
| 1Y | +121.7% | +16.4% | +105.3% | +107.1% |
| 3Y | +253.0% | +85.1% | +167.9% | +136.9% |
| 5Y | -32.5% | -36.1% | +3.6% | -50.9% |
| All | -21.6% | -36.7% | +15.1% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling