+240.6%
TWLO vs ADM
+20.9%
+219.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.9% | +0.5% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | -9.1% | +8.2% | -17.4% | -9.5% |
| 3M | +11.0% | +8.7% | +2.3% | +10.5% |
| 6M | +79.4% | +29.1% | +50.3% | +77.9% |
| YTD | +59.7% | +53.7% | +6.1% | +57.7% |
| 1Y | +112.3% | +43.2% | +69.1% | +110.3% |
| All | +240.6% | +20.9% | +219.6% | +247.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling