+307.6%
TWLO vs APA
-2.8%
+310.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | -3.9% | +0.8% | -4.7% | -4.0% |
| 30D | -9.7% | +9.6% | -19.3% | -11.0% |
| 3M | +11.6% | +18.0% | -6.4% | +8.5% |
| 6M | +84.7% | +41.9% | +42.8% | +73.7% |
| YTD | +62.5% | +86.3% | -23.8% | +46.1% |
| 1Y | +121.7% | +97.9% | +23.8% | +96.5% |
| 3Y | +253.0% | +12.8% | +240.2% | +231.0% |
| 5Y | -32.5% | +177.2% | -209.7% | -45.6% |
| All | +307.6% | -2.8% | +310.4% | +271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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