+443.7%
APLD vs TWLO
+62.3%
+381.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.8% |
| 7D | +4.1% | -2.0% | +6.1% | +4.7% |
| 30D | -11.7% | +20.6% | -32.3% | -18.3% |
| 3M | -40.3% | -1.5% | -38.7% | -41.1% |
| 6M | -8.0% | +89.4% | -97.4% | -31.5% |
| YTD | +7.5% | +63.8% | -56.2% | -16.4% |
| 1Y | +84.0% | +119.7% | -35.7% | +24.5% |
| 3Y | +356.2% | +256.1% | +100.1% | +131.5% |
| All | +443.7% | +62.3% | +381.5% | +220.4% |
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