+637.1%
TWLO vs ADM
+126.1%
+511.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +5.6% | +0.7% | +4.9% | +5.4% |
| 30D | -24.6% | -14.7% | -9.9% | -22.2% |
| 3M | -14.0% | -10.4% | -3.5% | -12.4% |
| 6M | +10.1% | -10.9% | +21.0% | +12.1% |
| YTD | +49.2% | +26.0% | +23.2% | +40.0% |
| 1Y | +65.2% | +26.5% | +38.8% | +54.7% |
| 3Y | +260.7% | +8.2% | +252.4% | +243.1% |
| 5Y | -30.2% | +24.0% | -54.2% | -38.6% |
| 10Y | +572.4% | +128.4% | +444.0% | +321.6% |
| All | +637.1% | +126.1% | +511.0% | +352.8% |
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