-42.8%
TWLO vs AFRM
-28.4%
-14.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +4.5% | -4.4% | +9.0% | +5.9% |
| 30D | -22.1% | -7.7% | -14.4% | -20.4% |
| 3M | -15.3% | -16.9% | +1.5% | -11.4% |
| 6M | +9.7% | +2.5% | +7.2% | +6.3% |
| YTD | +48.5% | -12.5% | +61.0% | +49.0% |
| 1Y | +70.3% | -11.0% | +81.4% | +69.3% |
| 3Y | +261.4% | +184.6% | +76.8% | +117.7% |
| 5Y | -30.6% | -56.3% | +25.7% | -50.3% |
| All | -42.8% | -28.4% | -14.4% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling