+244.7%
APLD vs TWLO
+43.9%
+200.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +6.8% |
| 7D | +3.1% | -0.5% | +3.5% | +3.6% |
| 30D | -29.4% | -28.6% | -0.8% | -20.9% |
| 3M | -42.8% | -14.4% | -28.4% | -40.4% |
| 6M | -59.5% | +2.4% | -61.9% | -61.4% |
| YTD | -31.8% | +45.3% | -77.1% | -45.2% |
| 1Y | -46.0% | +61.8% | -107.9% | -58.5% |
| 3Y | +252.0% | +269.0% | -17.0% | +72.1% |
| All | +244.7% | +43.9% | +200.8% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling