+307.6%
TWLO vs ADM
+178.5%
+129.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -3.9% | +3.0% | -6.9% | -4.5% |
| 30D | -9.7% | +8.7% | -18.4% | -11.3% |
| 3M | +11.6% | +7.6% | +4.0% | +9.6% |
| 6M | +84.7% | +26.9% | +57.8% | +75.3% |
| YTD | +62.5% | +54.3% | +8.2% | +47.7% |
| 1Y | +121.7% | +45.7% | +76.0% | +103.4% |
| 3Y | +253.0% | +21.9% | +231.1% | +232.9% |
| 5Y | -32.5% | +67.2% | -99.6% | -44.1% |
| All | +307.6% | +178.5% | +129.2% | +157.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling