-33.5%
TWLO vs AFRM
-57.5%
+24.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -0.5% | -7.5% | +7.1% | +2.1% |
| 30D | -28.6% | -15.7% | -12.9% | -24.7% |
| 3M | -14.4% | -9.6% | -4.8% | -12.4% |
| 6M | +2.4% | +6.3% | -3.8% | -2.4% |
| YTD | +45.3% | -8.6% | +53.9% | +43.6% |
| 1Y | +61.8% | -7.6% | +69.4% | +58.3% |
| 3Y | +269.0% | +173.7% | +95.3% | +106.6% |
| 5Y | -33.5% | -56.9% | +23.4% | -46.6% |
| All | -33.5% | -57.5% | +24.0% | -46.6% |
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