-32.3%
TWLO vs AFL
+133.8%
-166.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -2.4% | -1.6% | -0.8% | -1.9% |
| 30D | -7.8% | -4.0% | -3.8% | -6.5% |
| 3M | +10.0% | -0.5% | +10.5% | +9.8% |
| 6M | +79.5% | +6.5% | +72.9% | +74.5% |
| YTD | +59.8% | +6.2% | +53.7% | +55.1% |
| 1Y | +121.7% | +8.3% | +113.4% | +112.8% |
| 3Y | +240.8% | +62.5% | +178.3% | +160.8% |
| All | -32.3% | +133.8% | -166.1% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling