-26.5%
APLD vs TWLO
+67.9%
-94.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.0% | -5.0% |
| 7D | +19.6% | +5.6% | +14.0% | +19.1% |
| 30D | -24.5% | -24.6% | +0.2% | -23.8% |
| 3M | -45.6% | -14.0% | -31.6% | -44.6% |
| 6M | -61.4% | +10.1% | -71.5% | -60.2% |
| YTD | -30.9% | +49.2% | -80.1% | -36.5% |
| All | -26.5% | +67.9% | -94.4% | -36.0% |
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