+1,080.6%
APH vs TWLO
+792.9%
+287.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | -4.5% | -14.3% | +9.8% | -3.1% |
| 6M | +25.3% | +6.2% | +19.1% | +22.6% |
| YTD | +18.9% | +50.6% | -31.7% | +9.8% |
| 1Y | +11.9% | +64.0% | -52.1% | +2.1% |
| 3Y | +278.0% | +264.1% | +13.9% | +201.9% |
| 5Y | +306.4% | -27.9% | +334.4% | +275.4% |
| 10Y | +955.2% | +580.0% | +375.1% | +633.8% |
| All | +1,080.6% | +792.9% | +287.7% | +707.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling