+153.3%
AMAT vs TWLO
+261.1%
-107.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.7% |
| 7D | +11.4% | +4.5% | +6.8% | +10.5% |
| 30D | -17.0% | -22.1% | +5.1% | -13.3% |
| 3M | -30.6% | -15.3% | -15.3% | -28.7% |
| 6M | -14.9% | +9.7% | -24.6% | -17.4% |
| YTD | +44.7% | +48.5% | -3.8% | +30.6% |
| 1Y | +66.9% | +70.3% | -3.5% | +45.4% |
| 3Y | +153.3% | +261.4% | -108.1% | +90.9% |
| All | +153.3% | +261.1% | -107.8% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling