+1,062.4%
APH vs TWLO
+298.6%
+763.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | -3.0% | -9.1% | +6.2% | -1.9% |
| 3M | +5.7% | +11.0% | -5.2% | +3.6% |
| 6M | +20.0% | +79.4% | -59.4% | +8.7% |
| YTD | +20.8% | +59.7% | -38.9% | +10.7% |
| 1Y | +40.2% | +112.3% | -72.1% | +22.8% |
| 3Y | +288.1% | +247.0% | +41.1% | +209.8% |
| 5Y | +352.5% | -35.6% | +388.1% | +323.2% |
| 10Y | +1,062.4% | +305.7% | +756.8% | +713.7% |
| All | +1,062.4% | +298.6% | +763.9% | +713.7% |
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