+359.5%
TWLO vs BAM
+67.8%
+291.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +2.0% |
| 7D | +0.2% | -3.9% | +4.1% | +2.6% |
| 30D | -9.1% | -8.8% | -0.3% | -4.1% |
| 3M | +11.0% | +2.2% | +8.8% | +8.3% |
| 6M | +79.4% | +5.9% | +73.4% | +70.3% |
| YTD | +59.7% | -6.1% | +65.8% | +63.2% |
| 1Y | +112.3% | -11.6% | +123.9% | +125.0% |
| 3Y | +247.0% | +51.7% | +195.3% | +158.8% |
| All | +359.5% | +67.8% | +291.7% | +221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling