+64.3%
TWLO vs APD
+36.4%
+27.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | +0.2% |
| 7D | -15.9% | +3.8% | -19.7% | -15.4% |
| 30D | -29.0% | +14.1% | -43.2% | -28.0% |
| 3M | +10.0% | +8.2% | +1.8% | +11.4% |
| 6M | +12.6% | +7.5% | +5.0% | +13.1% |
| YTD | +50.1% | +31.7% | +18.4% | +57.6% |
| 1Y | +64.3% | +35.1% | +29.2% | +72.7% |
| All | +64.3% | +36.4% | +27.9% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling