+78.6%
APLD vs TWLO
+107.9%
-29.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.1% |
| 7D | +9.0% | +0.2% | +8.8% | +8.9% |
| 30D | -6.6% | -9.1% | +2.5% | -6.7% |
| 3M | -35.2% | +11.0% | -46.2% | -35.2% |
| 6M | +0.4% | +79.4% | -79.0% | -3.8% |
| YTD | +10.7% | +59.7% | -49.0% | +5.0% |
| 1Y | +78.6% | +112.3% | -33.8% | +70.4% |
| All | +78.6% | +107.9% | -29.3% | +70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling