+601.7%
TWLO vs AMBA
+14.7%
+587.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -1.5% |
| 7D | -1.5% | -7.2% | +5.8% | +0.9% |
| 30D | -26.0% | -10.4% | -15.6% | -23.1% |
| 3M | +4.6% | -30.1% | +34.7% | +17.2% |
| 6M | +5.5% | -22.4% | +28.0% | +7.7% |
| YTD | +42.0% | -17.3% | +59.4% | +39.2% |
| 1Y | +58.5% | -35.4% | +93.9% | +67.6% |
| 3Y | +279.7% | +18.6% | +261.0% | +190.0% |
| 5Y | -35.0% | -69.8% | +34.9% | -26.5% |
| 10Y | +539.9% | +1.1% | +538.8% | +282.8% |
| All | +601.7% | +14.7% | +587.0% | +277.1% |
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