-32.3%
TWLO vs AWK
-17.6%
-14.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -7.8% | +2.1% | -9.9% | -8.2% |
| 3M | +10.0% | +11.4% | -1.3% | +7.8% |
| 6M | +79.5% | +3.9% | +75.6% | +77.8% |
| YTD | +59.8% | +7.7% | +52.1% | +56.6% |
| 1Y | +121.7% | +1.3% | +120.4% | +120.0% |
| 3Y | +240.8% | +7.2% | +233.6% | +217.0% |
| All | -32.3% | -17.6% | -14.8% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling