+930.0%
APH vs TWLO
+566.1%
+363.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | +4.9% | +4.5% | +0.3% | +4.3% |
| 30D | -5.4% | -22.1% | +16.7% | -2.4% |
| 3M | -5.5% | -15.3% | +9.9% | -3.9% |
| 6M | +25.9% | +9.7% | +16.3% | +22.5% |
| YTD | +16.4% | +48.5% | -32.1% | +7.1% |
| 1Y | +16.5% | +70.3% | -53.9% | +5.1% |
| 3Y | +270.9% | +261.4% | +9.4% | +192.3% |
| 5Y | +289.5% | -30.6% | +320.1% | +261.0% |
| All | +930.0% | +566.1% | +363.9% | +588.0% |
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