+684.6%
TWLO vs AWK
+119.1%
+565.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -1.2% | +2.2% | -3.4% | -1.7% |
| 30D | -6.4% | +4.4% | -10.8% | -7.5% |
| 3M | +6.3% | +15.4% | -9.1% | +2.1% |
| 6M | +76.4% | +3.5% | +72.9% | +73.9% |
| YTD | +58.8% | +9.8% | +49.0% | +53.4% |
| 1Y | +107.1% | +3.0% | +104.1% | +103.2% |
| 3Y | +245.0% | +9.7% | +235.3% | +220.2% |
| 5Y | -36.0% | -17.2% | -18.8% | -35.0% |
| 10Y | +293.2% | +126.1% | +167.1% | +211.0% |
| All | +684.6% | +119.1% | +565.5% | +505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling