+804.4%
AAOI vs TWLO
+246.3%
+558.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +3.0% |
| 7D | -0.2% | -2.4% | +2.3% | +1.1% |
| 30D | -23.7% | -7.8% | -15.9% | -21.0% |
| 3M | -39.0% | +10.0% | -49.1% | -44.6% |
| 6M | -17.0% | +79.5% | -96.5% | -47.5% |
| YTD | +202.2% | +59.8% | +142.4% | +105.8% |
| 1Y | +292.4% | +121.7% | +170.7% | +109.5% |
| 3Y | +804.4% | +240.8% | +563.6% | +230.3% |
| All | +804.4% | +246.3% | +558.1% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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