+248.4%
TWLO vs BAM
+66.6%
+181.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.5% |
| 7D | -2.0% | -2.0% | 0.0% | -0.8% |
| 30D | +20.6% | -2.9% | +23.5% | +22.5% |
| 3M | -1.5% | +9.4% | -10.9% | -7.7% |
| 6M | +89.4% | +10.8% | +78.7% | +75.2% |
| YTD | +63.8% | -0.4% | +64.2% | +61.7% |
| 1Y | +119.7% | -10.9% | +130.6% | +132.5% |
| All | +248.4% | +66.6% | +181.9% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling