+193.4%
AMAT vs TWLO
+106.8%
+86.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.2% |
| 7D | +7.0% | -1.2% | +8.2% | +7.0% |
| 30D | -12.2% | -6.4% | -5.8% | -11.8% |
| 3M | -3.8% | +6.3% | -10.1% | -4.8% |
| 6M | +45.9% | +76.4% | -30.5% | +36.9% |
| YTD | +84.6% | +58.8% | +25.8% | +76.4% |
| 1Y | +193.4% | +107.1% | +86.3% | +159.2% |
| All | +193.4% | +106.8% | +86.5% | +159.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling