-38.4%
TWLO vs AFRM
-25.0%
-13.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.0% | +2.2% |
| 7D | +0.2% | -8.0% | +8.2% | +2.7% |
| 30D | -9.1% | -9.8% | +0.6% | -6.6% |
| 3M | +11.0% | +4.7% | +6.3% | +8.1% |
| 6M | +79.4% | +34.1% | +45.2% | +61.0% |
| YTD | +59.7% | -8.4% | +68.2% | +59.1% |
| 1Y | +112.3% | -22.9% | +135.3% | +120.3% |
| 3Y | +247.0% | +203.3% | +43.7% | +101.3% |
| 5Y | -35.6% | -26.0% | -9.6% | -58.7% |
| All | -38.4% | -25.0% | -13.4% | -61.9% |
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