+1,414.9%
AMAT vs TWLO
+742.1%
+672.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.6% |
| 3M | -36.9% | +4.6% | -41.4% | -38.4% |
| 6M | -22.2% | +5.5% | -27.7% | -24.9% |
| YTD | +29.9% | +42.0% | -12.1% | +14.6% |
| 1Y | +43.3% | +58.5% | -15.2% | +22.9% |
| 3Y | +142.7% | +279.7% | -137.0% | +60.7% |
| 5Y | +126.2% | -35.0% | +161.2% | +109.9% |
| 10Y | +1,211.7% | +539.9% | +671.8% | +595.0% |
| All | +1,414.9% | +742.1% | +672.8% | +664.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling