+709.2%
TWLO vs AMC
-98.7%
+808.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.3% | -7.4% | -3.3% |
| 7D | -2.0% | +2.3% | -4.3% | -2.1% |
| 30D | +20.6% | -0.7% | +21.3% | +20.5% |
| 3M | -1.5% | +35.2% | -36.8% | -3.5% |
| 6M | +89.4% | +124.6% | -35.1% | +81.3% |
| YTD | +63.8% | +69.9% | -6.1% | +58.4% |
| 1Y | +119.7% | -2.6% | +122.3% | +117.1% |
| 3Y | +256.1% | -79.8% | +335.9% | +263.0% |
| 5Y | -36.6% | -99.4% | +62.8% | -30.6% |
| 10Y | +304.3% | -98.9% | +403.2% | +382.3% |
| All | +709.2% | -98.7% | +808.0% | +773.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling