+572.9%
TWLO vs AXON
+1,058.0%
-485.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.6% |
| 7D | +4.5% | +0.8% | +3.8% | +4.1% |
| 30D | -22.1% | -22.8% | +0.7% | -14.2% |
| 3M | -15.3% | -48.8% | +33.4% | +9.8% |
| 6M | +9.7% | -16.3% | +25.9% | +13.6% |
| YTD | +48.5% | -44.5% | +92.9% | +78.1% |
| 1Y | +70.3% | -43.4% | +113.7% | +102.4% |
| 3Y | +261.4% | +44.3% | +217.2% | +151.8% |
| 5Y | -30.6% | +85.1% | -115.7% | -58.5% |
| All | +572.9% | +1,058.0% | -485.1% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling