+301.0%
TWLO vs APTV
-16.1%
+317.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.4% | -5.0% | +2.6% | -0.5% |
| 30D | -7.8% | -6.1% | -1.7% | -5.8% |
| 3M | +10.0% | -33.0% | +43.0% | +26.8% |
| 6M | +79.5% | -35.2% | +114.7% | +106.2% |
| YTD | +59.8% | -40.1% | +100.0% | +88.1% |
| 1Y | +121.7% | -45.6% | +167.3% | +170.3% |
| 3Y | +240.8% | -54.4% | +295.2% | +325.7% |
| 5Y | -33.6% | -68.9% | +35.3% | -5.8% |
| All | +301.0% | -16.1% | +317.1% | +341.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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