+1,091.8%
APH vs TWLO
+761.4%
+330.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.3% | +5.9% | +7.9% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | -7.5% | -28.6% | +21.1% | -3.7% |
| 3M | -4.4% | -14.4% | +9.9% | -3.0% |
| 6M | +26.5% | +2.4% | +24.0% | +24.3% |
| YTD | +20.0% | +45.3% | -25.2% | +11.3% |
| 1Y | +16.9% | +61.8% | -45.0% | +6.8% |
| 3Y | +288.5% | +269.0% | +19.5% | +209.7% |
| 5Y | +310.3% | -33.5% | +343.8% | +282.7% |
| 10Y | +951.3% | +549.6% | +401.7% | +634.8% |
| All | +1,091.8% | +761.4% | +330.5% | +718.7% |
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