-36.9%
TWLO vs AFRM
-20.4%
-16.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.3% |
| 7D | -2.0% | -7.0% | +4.9% | 0.0% |
| 30D | +20.6% | -7.8% | +28.4% | +23.1% |
| 3M | -1.5% | +5.3% | -6.9% | -4.3% |
| 6M | +89.4% | +42.6% | +46.8% | +67.0% |
| YTD | +63.8% | -2.8% | +66.6% | +60.4% |
| 1Y | +119.7% | -19.3% | +139.0% | +124.9% |
| 3Y | +256.1% | +231.0% | +25.2% | +101.3% |
| 5Y | -36.6% | -22.2% | -14.3% | -59.9% |
| All | -36.9% | -20.4% | -16.5% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling