+64.3%
TWLO vs BAM
+4.2%
+60.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -2.2% |
| 7D | -15.9% | +14.2% | -30.1% | -19.9% |
| 30D | -29.0% | +21.0% | -50.0% | -33.9% |
| 3M | +10.0% | +5.2% | +4.8% | +8.3% |
| 6M | +12.6% | +16.0% | -3.4% | +5.0% |
| YTD | +50.1% | +6.5% | +43.6% | +44.0% |
| 1Y | +64.3% | +4.4% | +59.9% | +59.3% |
| All | +64.3% | +4.2% | +60.0% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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