+1,665.8%
AMAT vs TWLO
+293.5%
+1,372.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.7% |
| 7D | +7.0% | -1.2% | +8.2% | +7.1% |
| 30D | -12.2% | -6.4% | -5.8% | -11.2% |
| 3M | -3.8% | +6.3% | -10.1% | -6.4% |
| 6M | +45.9% | +76.4% | -30.5% | +23.1% |
| YTD | +84.6% | +58.8% | +25.8% | +58.6% |
| 1Y | +193.4% | +107.1% | +86.3% | +134.3% |
| 3Y | +228.1% | +245.0% | -16.9% | +120.3% |
| 5Y | +268.9% | -36.0% | +304.9% | +243.6% |
| 10Y | +1,665.8% | +293.2% | +1,372.6% | +804.1% |
| All | +1,665.8% | +293.5% | +1,372.2% | +804.1% |
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