+656.7%
ADI vs TWLO
+841.6%
-184.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.8% |
| 7D | +2.4% | -1.2% | +3.7% | +2.6% |
| 30D | -6.6% | -6.4% | -0.2% | -5.7% |
| 3M | -9.8% | +6.3% | -16.1% | -11.5% |
| 6M | +15.7% | +76.4% | -60.8% | +2.0% |
| YTD | +35.1% | +58.8% | -23.7% | +20.9% |
| 1Y | +47.7% | +107.1% | -59.4% | +25.0% |
| 3Y | +114.5% | +245.0% | -130.5% | +59.4% |
| 5Y | +141.2% | -36.0% | +177.2% | +124.1% |
| 10Y | +611.3% | +293.2% | +318.1% | +350.8% |
| All | +656.7% | +841.6% | -184.9% | +342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling