+119.7%
TWLO vs AMCR
+11.5%
+108.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.2% |
| 7D | -2.0% | -3.3% | +1.2% | -2.2% |
| 30D | +20.6% | -5.4% | +26.0% | +20.2% |
| 3M | -1.5% | +20.0% | -21.5% | +0.5% |
| 6M | +89.4% | 0.0% | +89.4% | +92.6% |
| YTD | +63.8% | +11.5% | +52.3% | +67.8% |
| 1Y | +119.7% | +11.4% | +108.3% | +126.7% |
| All | +119.7% | +11.5% | +108.2% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling