-46.9%
APLD vs TWLO
+65.2%
-112.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.6% |
| 7D | -6.3% | +0.2% | -6.6% | -6.3% |
| 30D | -29.6% | -26.0% | -3.6% | -28.7% |
| 3M | -42.6% | -14.3% | -28.3% | -41.6% |
| 6M | -59.6% | +6.2% | -65.8% | -58.5% |
| YTD | -32.0% | +50.6% | -82.6% | -37.1% |
| 1Y | -46.9% | +64.0% | -111.0% | -54.6% |
| All | -46.9% | +65.2% | -112.2% | -54.6% |
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 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