+119.7%
TWLO vs ADM
+40.7%
+79.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -2.0% | +3.8% | -5.8% | -2.0% |
| 30D | +20.6% | +9.8% | +10.8% | +20.6% |
| 3M | -1.5% | +2.1% | -3.7% | -1.5% |
| 6M | +89.4% | +27.5% | +61.9% | +95.1% |
| YTD | +63.8% | +50.2% | +13.6% | +76.2% |
| 1Y | +119.7% | +40.6% | +79.1% | +135.3% |
| All | +119.7% | +40.7% | +79.0% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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