+8,518.8%
AMD vs TWLO
+742.1%
+7,776.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.2% |
| 3M | -8.2% | +4.6% | -12.8% | -11.5% |
| 6M | +6.6% | +5.5% | +1.0% | +0.8% |
| YTD | +109.7% | +42.0% | +67.6% | +74.7% |
| 1Y | +88.9% | +58.5% | +30.4% | +51.2% |
| 3Y | +301.8% | +279.7% | +22.2% | +124.4% |
| 5Y | +229.4% | -35.0% | +264.3% | +204.3% |
| 10Y | +6,745.1% | +539.9% | +6,205.2% | +2,924.1% |
| All | +8,518.8% | +742.1% | +7,776.7% | +3,579.9% |
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