+269.3%
APLD vs TWLO
+52.9%
+216.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +4.9% | +6.6% |
| 7D | +7.8% | +2.8% | +5.0% | +7.2% |
| 30D | -23.0% | -22.4% | -0.6% | -16.0% |
| 3M | -39.7% | -14.2% | -25.4% | -37.1% |
| 6M | -59.8% | +10.5% | -70.4% | -62.7% |
| YTD | -27.0% | +54.3% | -81.3% | -42.4% |
| 1Y | -37.3% | +68.0% | -105.3% | -52.3% |
| 3Y | +281.9% | +273.0% | +8.9% | +87.4% |
| All | +269.3% | +52.9% | +216.4% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling