+114.1%
TWLO vs ADVB
-88.3%
+202.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.1% |
| 7D | -2.0% | -3.8% | +1.7% | -2.1% |
| 30D | +20.6% | +17.6% | +3.0% | +21.1% |
| 3M | -1.5% | +119.1% | -120.7% | -1.0% |
| 6M | +89.4% | +103.4% | -13.9% | +88.7% |
| YTD | +63.8% | +59.8% | +3.9% | +64.2% |
| 1Y | +119.7% | +8.5% | +111.2% | +118.6% |
| All | +114.1% | -88.3% | +202.4% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling