+142.7%
AMAT vs TWLO
+272.8%
-130.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | -14.7% | -1.5% | -13.2% | -14.3% |
| 30D | -36.1% | -26.0% | -10.1% | -32.6% |
| 3M | -36.9% | +4.6% | -41.4% | -37.8% |
| 6M | -22.2% | +5.5% | -27.7% | -24.0% |
| YTD | +29.9% | +42.0% | -12.1% | +17.9% |
| 1Y | +43.3% | +58.5% | -15.2% | +26.4% |
| 3Y | +142.7% | +279.7% | -137.0% | +64.8% |
| All | +142.7% | +272.8% | -130.1% | +64.8% |
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 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