+955.2%
APH vs TWLO
+546.4%
+408.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.4% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | -8.4% | -26.0% | +17.6% | -4.9% |
| 3M | -4.5% | -14.3% | +9.8% | -3.0% |
| 6M | +25.3% | +6.2% | +19.1% | +22.4% |
| YTD | +18.9% | +50.6% | -31.7% | +9.3% |
| 1Y | +11.9% | +64.0% | -52.1% | +1.6% |
| 3Y | +278.0% | +264.1% | +13.9% | +197.7% |
| 5Y | +306.4% | -27.9% | +334.4% | +275.0% |
| 10Y | +955.2% | +580.0% | +375.1% | +603.7% |
| All | +955.2% | +546.4% | +408.8% | +603.7% |
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