+357.3%
AMD vs TWLO
+261.1%
+96.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.6% |
| 7D | +18.9% | +4.5% | +14.4% | +17.6% |
| 30D | -6.4% | -22.1% | +15.7% | -0.2% |
| 3M | +10.6% | -15.3% | +25.9% | +14.8% |
| 6M | +19.9% | +9.7% | +10.2% | +14.1% |
| YTD | +149.4% | +48.5% | +100.9% | +111.0% |
| 1Y | +115.4% | +70.3% | +45.0% | +73.1% |
| 3Y | +357.3% | +261.4% | +95.9% | +171.7% |
| All | +357.3% | +261.1% | +96.2% | +171.7% |
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 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