-33.5%
TWLO vs AXON
+71.5%
-105.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +3.7% |
| 7D | -0.5% | -28.7% | +28.3% | +14.7% |
| 30D | -28.6% | -28.3% | -0.3% | -17.9% |
| 3M | -14.4% | -46.9% | +32.5% | +12.0% |
| 6M | +2.4% | -24.9% | +27.3% | +11.3% |
| YTD | +45.3% | -46.6% | +91.9% | +80.3% |
| 1Y | +61.8% | -49.7% | +111.5% | +106.5% |
| 3Y | +269.0% | +40.6% | +228.4% | +100.2% |
| 5Y | -33.5% | +71.9% | -105.3% | -74.7% |
| All | -33.5% | +71.5% | -105.0% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling