+199.0%
AMD vs TWLO
-34.7%
+233.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.5% | +10.9% |
| 7D | -11.0% | -1.5% | -9.6% | -10.3% |
| 30D | -30.5% | -26.0% | -4.5% | -23.4% |
| 3M | -8.2% | +4.6% | -12.8% | -11.4% |
| 6M | +6.6% | +5.5% | +1.0% | +0.9% |
| YTD | +109.7% | +42.0% | +67.6% | +74.2% |
| 1Y | +88.9% | +58.5% | +30.4% | +50.5% |
| 3Y | +301.8% | +279.7% | +22.2% | +116.2% |
| All | +199.0% | -34.7% | +233.8% | +258.6% |
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