+709.2%
TWLO vs ADM
+169.6%
+539.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -2.0% | +3.8% | -5.8% | -2.9% |
| 30D | +20.6% | +9.8% | +10.8% | +17.9% |
| 3M | -1.5% | +2.1% | -3.7% | -2.3% |
| 6M | +89.4% | +27.5% | +61.9% | +78.8% |
| YTD | +63.8% | +50.2% | +13.6% | +48.6% |
| 1Y | +119.7% | +40.6% | +79.1% | +101.7% |
| 3Y | +256.1% | +17.2% | +238.9% | +237.2% |
| 5Y | -36.6% | +61.9% | -98.4% | -48.0% |
| 10Y | +304.3% | +159.3% | +145.1% | +150.1% |
| All | +709.2% | +169.6% | +539.6% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling