+549.6%
TWLO vs AMC
-98.6%
+648.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.3% | -6.0% | +1.9% |
| 7D | -0.5% | +6.6% | -7.0% | -0.8% |
| 30D | -28.6% | +14.1% | -42.7% | -29.0% |
| 3M | -14.4% | +31.3% | -45.6% | -15.5% |
| 6M | +2.4% | +126.7% | -124.2% | -1.9% |
| YTD | +45.3% | +117.9% | -72.7% | +38.9% |
| 1Y | +61.8% | +41.1% | +20.8% | +57.4% |
| 3Y | +269.0% | -61.0% | +330.0% | +268.3% |
| 5Y | -33.5% | -99.1% | +65.7% | -28.2% |
| 10Y | +549.6% | -98.7% | +648.3% | +652.8% |
| All | +549.6% | -98.6% | +648.2% | +652.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling