+264.1%
TWLO vs APD
+28.0%
+236.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -26.0% | +11.0% | -37.0% | -27.6% |
| 3M | -14.3% | +2.0% | -16.3% | -14.7% |
| 6M | +6.2% | +7.1% | -0.9% | +4.5% |
| YTD | +50.6% | +29.8% | +20.8% | +40.8% |
| 1Y | +64.0% | +24.0% | +40.0% | +54.7% |
| 3Y | +264.1% | +27.2% | +236.9% | +274.1% |
| All | +264.1% | +28.0% | +236.0% | +274.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling