+16.5%
APH vs TWLO
+67.1%
-50.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | +4.9% | +4.5% | +0.3% | +4.8% |
| 30D | -5.4% | -22.1% | +16.7% | -5.7% |
| 3M | -5.5% | -15.3% | +9.9% | -5.3% |
| 6M | +25.9% | +9.7% | +16.3% | +28.7% |
| YTD | +16.4% | +48.5% | -32.1% | +20.6% |
| 1Y | +16.5% | +70.3% | -53.9% | +12.9% |
| All | +16.5% | +67.1% | -50.6% | +12.9% |
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