+1,362.0%
AMAT vs TWLO
+569.2%
+792.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.8% |
| 7D | +19.3% | +5.6% | +13.7% | +17.9% |
| 30D | -17.9% | -24.6% | +6.7% | -12.2% |
| 3M | -30.4% | -14.0% | -16.5% | -28.3% |
| 6M | -11.4% | +10.1% | -21.5% | -15.5% |
| YTD | +48.8% | +49.2% | -0.4% | +28.8% |
| 1Y | +66.0% | +65.2% | +0.8% | +40.0% |
| 3Y | +158.8% | +260.7% | -101.8% | +69.6% |
| 5Y | +153.2% | -30.2% | +183.4% | +131.8% |
| All | +1,362.0% | +569.2% | +792.8% | +585.8% |
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