+1,315.3%
AMAT vs TWLO
+580.6%
+734.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.3% | +9.1% | +10.8% |
| 7D | -1.1% | -0.5% | -0.6% | -0.7% |
| 30D | -26.9% | -28.6% | +1.7% | -20.8% |
| 3M | -31.2% | -14.4% | -16.8% | -29.1% |
| 6M | -14.7% | +2.4% | -17.2% | -17.2% |
| YTD | +44.7% | +45.3% | -0.6% | +26.1% |
| 1Y | +62.0% | +61.8% | +0.1% | +37.2% |
| 3Y | +165.0% | +269.0% | -104.0% | +72.5% |
| 5Y | +147.1% | -33.5% | +180.6% | +128.9% |
| 10Y | +1,315.3% | +549.6% | +765.7% | +567.5% |
| All | +1,315.3% | +580.6% | +734.6% | +567.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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