+572.9%
TWLO vs APD
+191.9%
+381.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.5% | +3.8% | +0.7% | +2.9% |
| 30D | -22.1% | +8.2% | -30.3% | -24.8% |
| 3M | -15.3% | +4.3% | -19.6% | -17.1% |
| 6M | +9.7% | +4.7% | +5.0% | +6.9% |
| YTD | +48.5% | +31.5% | +16.9% | +29.6% |
| 1Y | +70.3% | +23.5% | +46.8% | +52.2% |
| 3Y | +261.4% | +29.1% | +232.3% | +208.2% |
| 5Y | -30.6% | +15.9% | -46.4% | -40.0% |
| All | +572.9% | +191.9% | +381.0% | +197.4% |
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