+112.3%
TWLO vs AXON
-33.3%
+145.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.7% |
| 7D | +0.2% | -3.3% | +3.5% | +1.5% |
| 30D | -9.1% | -17.8% | +8.7% | -3.0% |
| 3M | +11.0% | +8.3% | +2.7% | +6.4% |
| 6M | +79.4% | -12.4% | +91.7% | +81.3% |
| YTD | +59.7% | -13.7% | +73.4% | +58.0% |
| 1Y | +112.3% | -33.1% | +145.4% | +119.2% |
| All | +112.3% | -33.3% | +145.6% | +119.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling