+246.5%
TWLO vs AVTR
-26.6%
+273.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.9% | -2.0% | -1.8% | -3.4% |
| 30D | -9.7% | +8.1% | -17.8% | -11.5% |
| 3M | +11.6% | +54.2% | -42.6% | -0.9% |
| 6M | +84.7% | +82.6% | +2.1% | +55.5% |
| YTD | +62.5% | +29.8% | +32.7% | +50.1% |
| 1Y | +121.7% | +18.0% | +103.7% | +106.0% |
| All | +246.5% | -26.6% | +273.1% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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