+263.1%
TWLO vs AMBA
+23.6%
+239.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.8% |
| 7D | +5.6% | +10.7% | -5.1% | +3.0% |
| 30D | -24.6% | -5.0% | -19.6% | -23.6% |
| 3M | -14.0% | -26.9% | +12.9% | -8.0% |
| 6M | +10.1% | -21.9% | +32.0% | +11.9% |
| YTD | +49.2% | -13.8% | +63.0% | +45.5% |
| 1Y | +65.2% | -36.1% | +101.3% | +73.3% |
| All | +263.1% | +23.6% | +239.5% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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