-35.2%
TWLO vs AMBA
-54.5%
+19.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -2.0% | -11.0% | +8.9% | +1.6% |
| 30D | +20.6% | -23.2% | +43.7% | +31.1% |
| 3M | -1.5% | -12.7% | +11.2% | -1.1% |
| 6M | +89.4% | +11.2% | +78.2% | +70.2% |
| YTD | +63.8% | -11.2% | +75.0% | +57.1% |
| 1Y | +119.7% | -22.5% | +142.3% | +117.1% |
| 3Y | +256.1% | -1.3% | +257.4% | +189.2% |
| All | -35.2% | -54.5% | +19.3% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling