+633.6%
TWLO vs APA
+10.4%
+623.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +4.5% | +8.5% | -4.0% | +3.3% |
| 30D | -22.1% | +2.8% | -24.9% | -22.6% |
| 3M | -15.3% | +21.7% | -37.0% | -18.2% |
| 6M | +9.7% | +32.6% | -23.0% | +4.4% |
| YTD | +48.5% | +103.7% | -55.2% | +31.0% |
| 1Y | +70.3% | +101.8% | -31.5% | +50.2% |
| 3Y | +261.4% | +48.1% | +213.4% | +224.0% |
| 5Y | -30.6% | +91.9% | -122.5% | -41.5% |
| 10Y | +569.2% | +8.4% | +560.9% | +485.1% |
| All | +633.6% | +10.4% | +623.2% | +599.0% |
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 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