+247.2%
AMAT vs TWLO
-36.3%
+283.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +5.0% |
| 7D | -1.5% | -2.0% | +0.5% | -1.1% |
| 30D | -14.8% | +20.6% | -35.4% | -19.0% |
| 3M | -9.3% | -1.5% | -7.7% | -10.0% |
| 6M | +27.4% | +89.4% | -62.0% | +6.2% |
| YTD | +77.6% | +63.8% | +13.8% | +52.4% |
| 1Y | +188.9% | +119.7% | +69.2% | +128.5% |
| 3Y | +202.3% | +256.1% | -53.8% | +101.5% |
| All | +247.2% | -36.3% | +283.6% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling