+702.8%
TWLO vs AFL
+305.3%
+397.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -3.9% | -3.3% | -0.6% | -2.7% |
| 30D | -9.7% | -5.0% | -4.7% | -8.0% |
| 3M | +11.6% | -1.8% | +13.4% | +12.0% |
| 6M | +84.7% | +4.8% | +79.8% | +80.8% |
| YTD | +62.5% | +5.4% | +57.1% | +58.3% |
| 1Y | +121.7% | +9.0% | +112.7% | +112.7% |
| 3Y | +253.0% | +63.0% | +189.9% | +183.8% |
| 5Y | -32.5% | +134.5% | -167.0% | -53.6% |
| 10Y | +312.7% | +298.6% | +14.1% | +102.4% |
| All | +702.8% | +305.3% | +397.5% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling