+131.1%
ADI vs TWLO
-34.2%
+165.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.3% |
| 7D | +1.3% | -3.9% | +5.2% | +2.0% |
| 30D | -6.0% | -9.7% | +3.7% | -4.4% |
| 3M | -7.7% | +11.6% | -19.3% | -10.3% |
| 6M | +14.0% | +84.7% | -70.7% | -0.8% |
| YTD | +34.4% | +62.5% | -28.1% | +19.3% |
| 1Y | +48.0% | +121.7% | -73.7% | +22.5% |
| 3Y | +113.3% | +253.0% | -139.7% | +53.4% |
| 5Y | +131.1% | -32.5% | +163.6% | +104.2% |
| All | +131.1% | -34.2% | +165.3% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling