+355.9%
APH vs TWLO
-36.3%
+392.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.3% |
| 7D | +5.0% | -2.0% | +7.0% | +5.2% |
| 30D | -3.9% | +20.6% | -24.5% | -6.7% |
| 3M | +13.0% | -1.5% | +14.5% | +12.5% |
| 6M | +25.2% | +89.4% | -64.3% | +11.6% |
| YTD | +22.9% | +63.8% | -40.9% | +11.6% |
| 1Y | +47.8% | +119.7% | -71.9% | +27.2% |
| 3Y | +283.0% | +256.1% | +26.9% | +196.2% |
| All | +355.9% | -36.3% | +392.3% | +315.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling