+11.9%
APH vs TWLO
+65.2%
-53.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.0% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -8.4% | -26.0% | +17.6% | -8.8% |
| 3M | -4.5% | -14.3% | +9.8% | -4.4% |
| 6M | +25.3% | +6.2% | +19.1% | +27.5% |
| YTD | +18.9% | +50.6% | -31.7% | +23.2% |
| 1Y | +11.9% | +64.0% | -52.1% | +10.5% |
| All | +11.9% | +65.2% | -53.3% | +10.5% |
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