-40.5%
TWLO vs AFRM
-25.4%
-15.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.6% |
| 7D | +2.8% | -10.3% | +13.1% | +6.1% |
| 30D | -22.4% | -13.7% | -8.6% | -19.1% |
| 3M | -14.2% | -11.6% | -2.7% | -11.9% |
| 6M | +10.5% | +2.1% | +8.4% | +7.2% |
| YTD | +54.3% | -8.9% | +63.2% | +52.9% |
| 1Y | +68.0% | -9.7% | +77.7% | +66.1% |
| 3Y | +273.0% | +202.5% | +70.6% | +120.5% |
| 5Y | -26.3% | -55.3% | +29.0% | -47.8% |
| All | -40.5% | -25.4% | -15.2% | -63.4% |
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 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