+1,425.2%
AMAT vs TWLO
+606.2%
+819.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.5% | +3.6% | +5.5% |
| 7D | +7.0% | +2.8% | +4.2% | +6.5% |
| 30D | -20.6% | -22.4% | +1.8% | -15.6% |
| 3M | -24.8% | -14.2% | -10.5% | -22.5% |
| 6M | -10.7% | +10.5% | -21.3% | -14.9% |
| YTD | +54.3% | +54.3% | 0.0% | +32.5% |
| 1Y | +73.7% | +68.0% | +5.7% | +45.9% |
| 3Y | +168.4% | +273.0% | -104.6% | +74.4% |
| 5Y | +167.6% | -26.3% | +193.9% | +141.6% |
| 10Y | +1,425.2% | +595.4% | +829.7% | +610.1% |
| All | +1,425.2% | +606.2% | +819.0% | +610.1% |
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