+60.8%
TWLO vs AVTR
+3.6%
+57.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.7% |
| 7D | -1.2% | +7.4% | -8.6% | -3.8% |
| 30D | -6.4% | +12.2% | -18.6% | -10.4% |
| 3M | +6.3% | +57.4% | -51.1% | -11.7% |
| 6M | +76.4% | +86.7% | -10.2% | +36.0% |
| YTD | +58.8% | +33.1% | +25.7% | +39.1% |
| 1Y | +107.1% | +16.1% | +90.9% | +86.7% |
| 3Y | +245.0% | -24.6% | +269.6% | +251.3% |
| 5Y | -36.0% | -63.5% | +27.5% | -11.7% |
| All | +60.8% | +3.6% | +57.2% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling