+121.7%
TWLO vs AWK
+1.9%
+119.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -2.2% |
| 7D | -2.4% | -2.1% | -0.3% | -3.2% |
| 30D | -7.8% | +2.1% | -9.9% | -7.0% |
| 3M | +10.0% | +11.4% | -1.3% | +15.7% |
| 6M | +79.5% | +3.9% | +75.6% | +85.8% |
| YTD | +59.8% | +7.7% | +52.1% | +67.2% |
| 1Y | +121.7% | +1.3% | +120.4% | +119.4% |
| All | +121.7% | +1.9% | +119.7% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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