+57.7%
AMGN vs TWLO
+246.3%
-188.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -13.7% | -2.4% | -11.3% | -13.6% |
| 30D | -8.8% | -7.8% | -1.0% | -8.6% |
| 3M | +7.2% | +10.0% | -2.8% | +6.8% |
| 6M | +1.3% | +79.5% | -78.2% | -1.6% |
| YTD | +17.6% | +59.8% | -42.2% | +14.9% |
| 1Y | +37.2% | +121.7% | -84.5% | +31.5% |
| 3Y | +57.7% | +240.8% | -183.1% | +44.0% |
| All | +57.7% | +246.3% | -188.6% | +44.0% |
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