+65.2%
TWLO vs ADVB
-61.6%
+126.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +42.7% | -46.0% | -2.8% |
| 7D | +5.6% | +74.2% | -68.6% | +6.4% |
| 30D | -24.6% | -35.9% | +11.2% | -25.4% |
| 3M | -14.0% | -56.4% | +42.5% | -15.5% |
| 6M | +10.1% | -36.7% | +46.8% | +9.8% |
| YTD | +49.2% | -43.3% | +92.5% | +50.2% |
| 1Y | +65.2% | -63.4% | +128.6% | +77.3% |
| All | +65.2% | -61.6% | +126.8% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling