+333.3%
TWLO vs BAM
+88.1%
+245.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +4.9% | +4.4% |
| 7D | +0.2% | +5.0% | -4.8% | -2.7% |
| 30D | -26.0% | +16.6% | -42.6% | -32.6% |
| 3M | -14.3% | +2.2% | -16.6% | -15.8% |
| 6M | +6.2% | +9.7% | -3.5% | -1.2% |
| YTD | +50.6% | +5.2% | +45.4% | +43.2% |
| 1Y | +64.0% | +3.9% | +60.1% | +56.9% |
| 3Y | +264.1% | +91.5% | +172.5% | +134.9% |
| All | +333.3% | +88.1% | +245.2% | +181.7% |
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