-36.0%
TWLO vs APD
+26.2%
-62.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.7% |
| 7D | -1.2% | -2.5% | +1.3% | -0.4% |
| 30D | -6.4% | -1.9% | -4.5% | -5.8% |
| 3M | +6.3% | +8.2% | -2.0% | +3.4% |
| 6M | +76.4% | +10.7% | +65.7% | +69.8% |
| YTD | +58.8% | +22.9% | +35.9% | +46.4% |
| 1Y | +107.1% | +5.8% | +101.3% | +101.4% |
| 3Y | +245.0% | +7.8% | +237.2% | +231.3% |
| 5Y | -36.0% | +26.1% | -62.1% | -55.1% |
| All | -36.0% | +26.2% | -62.2% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling