+112.3%
TWLO vs ADVB
-3.0%
+115.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +0.4% |
| 7D | +0.2% | -13.0% | +13.2% | -0.3% |
| 30D | -9.1% | +7.5% | -16.6% | -8.8% |
| 3M | +11.0% | +129.1% | -118.1% | +16.5% |
| 6M | +79.4% | +71.7% | +7.7% | +86.7% |
| YTD | +59.7% | +45.5% | +14.2% | +66.6% |
| 1Y | +112.3% | -2.7% | +115.1% | +108.4% |
| All | +112.3% | -3.0% | +115.3% | +108.4% |
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