+709.2%
TWLO vs AMBA
+23.2%
+686.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -2.0% | -11.0% | +8.9% | +1.7% |
| 30D | +20.6% | -23.2% | +43.7% | +31.4% |
| 3M | -1.5% | -12.7% | +11.2% | -1.2% |
| 6M | +89.4% | +11.2% | +78.2% | +70.7% |
| YTD | +63.8% | -11.2% | +75.0% | +57.4% |
| 1Y | +119.7% | -22.5% | +142.3% | +117.6% |
| 3Y | +256.1% | -1.3% | +257.4% | +193.8% |
| 5Y | -36.6% | -54.2% | +17.6% | -38.2% |
| 10Y | +304.3% | -6.1% | +310.5% | +156.8% |
| All | +709.2% | +23.2% | +686.0% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling