+637.1%
TWLO vs APD
+204.9%
+432.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.5% |
| 7D | +5.6% | +2.2% | +3.4% | +4.6% |
| 30D | -24.6% | +9.4% | -34.1% | -27.7% |
| 3M | -14.0% | +4.7% | -18.6% | -15.9% |
| 6M | +10.1% | +5.5% | +4.6% | +6.8% |
| YTD | +49.2% | +31.4% | +17.8% | +29.7% |
| 1Y | +65.2% | +24.1% | +41.1% | +46.8% |
| 3Y | +260.7% | +28.8% | +231.9% | +206.1% |
| 5Y | -30.2% | +15.8% | -46.0% | -40.0% |
| 10Y | +572.4% | +191.6% | +380.8% | +150.0% |
| All | +637.1% | +204.9% | +432.2% | +158.9% |
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