+709.2%
TWLO vs APD
+188.6%
+520.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | -2.0% | -2.2% | +0.2% | -1.1% |
| 30D | +20.6% | +2.1% | +18.5% | +19.6% |
| 3M | -1.5% | +7.2% | -8.7% | -4.8% |
| 6M | +89.4% | +11.2% | +78.2% | +79.3% |
| YTD | +63.8% | +24.4% | +39.4% | +46.3% |
| 1Y | +119.7% | +6.7% | +113.1% | +109.2% |
| 3Y | +256.1% | +9.2% | +246.9% | +226.3% |
| 5Y | -36.6% | +27.4% | -63.9% | -48.6% |
| 10Y | +304.3% | +164.8% | +139.5% | +65.3% |
| All | +709.2% | +188.6% | +520.7% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling