+252.0%
APLD vs TWLO
+261.2%
-9.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +7.0% |
| 7D | +3.1% | -0.5% | +3.5% | +3.5% |
| 30D | -29.4% | -28.6% | -0.8% | -24.0% |
| 3M | -42.8% | -14.4% | -28.4% | -41.0% |
| 6M | -59.5% | +2.4% | -61.9% | -60.4% |
| YTD | -31.8% | +45.3% | -77.1% | -41.3% |
| 1Y | -46.0% | +61.8% | -107.9% | -55.2% |
| 3Y | +252.0% | +269.0% | -17.0% | +49.5% |
| All | +252.0% | +261.2% | -9.2% | +49.5% |
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