+709.2%
TWLO vs APA
-3.0%
+712.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.6% |
| 7D | -2.0% | +0.5% | -2.6% | -2.1% |
| 30D | +20.6% | +23.4% | -2.8% | +16.7% |
| 3M | -1.5% | +12.7% | -14.2% | -3.6% |
| 6M | +89.4% | +39.4% | +50.0% | +78.5% |
| YTD | +63.8% | +79.0% | -15.2% | +47.9% |
| 1Y | +119.7% | +88.8% | +30.9% | +95.6% |
| 3Y | +256.1% | +6.4% | +249.8% | +236.7% |
| 5Y | -36.6% | +153.0% | -189.5% | -48.4% |
| 10Y | +304.3% | +7.5% | +296.8% | +244.5% |
| All | +709.2% | -3.0% | +712.3% | +689.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling