-32.5%
TWLO vs AVTR
-64.7%
+32.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.9% | -2.0% | -1.8% | -3.2% |
| 30D | -9.7% | +8.1% | -17.8% | -12.1% |
| 3M | +11.6% | +54.2% | -42.6% | -5.2% |
| 6M | +84.7% | +82.6% | +2.1% | +46.1% |
| YTD | +62.5% | +29.8% | +32.7% | +45.3% |
| 1Y | +121.7% | +18.0% | +103.7% | +100.1% |
| 3Y | +253.0% | -26.4% | +279.4% | +263.7% |
| 5Y | -32.5% | -64.8% | +32.4% | +7.4% |
| All | -32.5% | -64.7% | +32.2% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling