+1,120.5%
APH vs TWLO
+871.2%
+249.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.2% |
| 7D | +5.0% | -2.0% | +7.0% | +5.2% |
| 30D | -3.9% | +20.6% | -24.5% | -6.6% |
| 3M | +13.0% | -1.5% | +14.5% | +12.4% |
| 6M | +25.2% | +89.4% | -64.3% | +13.0% |
| YTD | +22.9% | +63.8% | -40.9% | +12.7% |
| 1Y | +47.8% | +119.7% | -71.9% | +29.5% |
| 3Y | +283.0% | +256.1% | +26.9% | +207.7% |
| 5Y | +349.7% | -36.6% | +386.2% | +321.2% |
| 10Y | +1,061.2% | +304.3% | +756.9% | +723.3% |
| All | +1,120.5% | +871.2% | +249.4% | +728.6% |
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