+446.5%
APLD vs TWLO
+238.8%
+207.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.0% | +10.4% | +8.0% |
| 7D | +16.6% | -1.2% | +17.8% | +16.8% |
| 30D | -3.1% | -6.4% | +3.3% | -2.0% |
| 3M | -30.9% | +6.3% | -37.1% | -32.8% |
| 6M | +12.6% | +76.4% | -63.8% | -8.8% |
| YTD | +15.5% | +58.8% | -43.4% | -4.3% |
| 1Y | +103.5% | +107.1% | -3.6% | +50.5% |
| 3Y | +446.5% | +245.0% | +201.5% | +183.6% |
| All | +446.5% | +238.8% | +207.8% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling