-26.3%
APH vs TWLO
+123.2%
-149.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.1% | -46.7% | -47.8% |
| 7D | -48.7% | -3.5% | -45.2% | -48.8% |
| 30D | -51.9% | +20.6% | -72.5% | -51.5% |
| 3M | -43.6% | -1.5% | -42.0% | -43.3% |
| 6M | -37.5% | +89.4% | -127.0% | -37.7% |
| YTD | -38.6% | +63.8% | -102.4% | -38.3% |
| 1Y | -26.3% | +119.7% | -146.1% | -26.6% |
| All | -26.3% | +123.2% | -149.5% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling