+246.5%
TWLO vs AWK
+9.5%
+237.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.7% |
| 7D | -3.9% | -0.7% | -3.1% | -4.0% |
| 30D | -9.7% | +2.8% | -12.5% | -9.3% |
| 3M | +11.6% | +11.3% | +0.3% | +13.7% |
| 6M | +84.7% | +6.7% | +78.0% | +87.8% |
| YTD | +62.5% | +9.4% | +53.1% | +65.7% |
| 1Y | +121.7% | +3.7% | +118.0% | +124.9% |
| All | +246.5% | +9.5% | +237.0% | +232.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling