+348.0%
AMD vs TWLO
+259.3%
+88.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +5.5% |
| 7D | +2.6% | -2.0% | +4.6% | +3.0% |
| 30D | -0.9% | +20.6% | -21.5% | -6.9% |
| 3M | -8.7% | -1.5% | -7.2% | -9.4% |
| 6M | +136.3% | +89.4% | +46.9% | +86.1% |
| YTD | +123.0% | +63.8% | +59.2% | +83.0% |
| 1Y | +195.2% | +119.7% | +75.4% | +115.7% |
| All | +348.0% | +259.3% | +88.8% | +158.5% |
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