+107.6%
TWLO vs ADVB
-88.8%
+196.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -3.1% |
| 7D | -1.2% | -14.0% | +12.8% | -1.4% |
| 30D | -6.4% | +41.0% | -47.4% | -5.8% |
| 3M | +6.3% | +127.9% | -121.6% | +6.8% |
| 6M | +76.4% | +101.3% | -24.9% | +75.6% |
| YTD | +58.8% | +53.8% | +5.0% | +59.1% |
| 1Y | +107.1% | +4.4% | +102.7% | +105.9% |
| All | +107.6% | -88.8% | +196.4% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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