+96.9%
TWLO vs ADVB
-97.4%
+194.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +3.7% |
| 7D | +0.2% | -4.1% | +4.3% | +0.2% |
| 30D | -26.0% | -60.3% | +34.3% | -26.5% |
| 3M | -14.3% | -73.3% | +59.0% | -15.4% |
| 6M | +6.2% | -65.9% | +72.1% | +5.5% |
| YTD | +50.6% | -63.9% | +114.5% | +48.7% |
| 1Y | +64.0% | -74.1% | +138.1% | +63.2% |
| All | +96.9% | -97.4% | +194.2% | +153.8% |
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