-36.0%
TWLO vs AFRM
-21.7%
-14.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | -1.2% | +3.1% | -4.3% | -2.2% |
| 30D | -6.4% | -4.2% | -2.2% | -5.4% |
| 3M | +6.3% | +10.1% | -3.8% | +1.8% |
| 6M | +76.4% | +39.4% | +37.0% | +55.8% |
| YTD | +58.8% | -3.2% | +62.0% | +55.5% |
| 1Y | +107.1% | -16.1% | +123.2% | +109.6% |
| 3Y | +245.0% | +220.8% | +24.2% | +89.8% |
| 5Y | -36.0% | -17.7% | -18.3% | -61.0% |
| All | -36.0% | -21.7% | -14.2% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling