+8,017.8%
AMD vs TWLO
+293.5%
+7,724.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.0% | +8.9% | +6.9% |
| 7D | +10.0% | -1.2% | +11.2% | +10.2% |
| 30D | +4.6% | -6.4% | +11.0% | +6.3% |
| 3M | +3.1% | +6.3% | -3.1% | -1.3% |
| 6M | +162.8% | +76.4% | +86.4% | +104.6% |
| YTD | +136.2% | +58.8% | +77.3% | +88.8% |
| 1Y | +234.0% | +107.1% | +126.9% | +141.3% |
| 3Y | +376.7% | +245.0% | +131.7% | +170.3% |
| 5Y | +376.3% | -36.0% | +412.3% | +342.4% |
| 10Y | +8,017.8% | +293.2% | +7,724.6% | +3,177.7% |
| All | +8,017.8% | +293.5% | +7,724.3% | +3,177.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling