+307.6%
TWLO vs APD
+168.7%
+139.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.0% |
| 7D | -3.9% | -3.5% | -0.4% | -2.4% |
| 30D | -9.7% | -5.1% | -4.6% | -7.7% |
| 3M | +11.6% | +6.9% | +4.8% | +8.2% |
| 6M | +84.7% | +8.1% | +76.6% | +77.3% |
| YTD | +62.5% | +21.2% | +41.2% | +47.2% |
| 1Y | +121.7% | +4.9% | +116.8% | +112.9% |
| 3Y | +253.0% | +6.3% | +246.7% | +228.5% |
| 5Y | -32.5% | +24.3% | -56.8% | -44.3% |
| All | +307.6% | +168.7% | +139.0% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling