+651.5%
ADI vs TWLO
+312.8%
+338.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.1% |
| 7D | +4.6% | -2.4% | +7.0% | +5.0% |
| 30D | -1.2% | -7.8% | +6.6% | +0.1% |
| 3M | -7.8% | +10.0% | -17.8% | -10.2% |
| 6M | +19.3% | +79.5% | -60.1% | +4.6% |
| YTD | +40.9% | +59.8% | -18.9% | +25.5% |
| 1Y | +54.5% | +121.7% | -67.2% | +28.5% |
| 3Y | +123.4% | +240.8% | -117.4% | +65.0% |
| 5Y | +142.3% | -33.6% | +175.9% | +123.7% |
| All | +651.5% | +312.8% | +338.7% | +365.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling