+301.0%
TWLO vs AMCR
+14.6%
+286.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.1% |
| 7D | -2.4% | -6.3% | +3.9% | -0.5% |
| 30D | -7.8% | -7.8% | 0.0% | -5.6% |
| 3M | +10.0% | +7.5% | +2.5% | +7.2% |
| 6M | +79.5% | +2.7% | +76.8% | +76.0% |
| YTD | +59.8% | +6.0% | +53.8% | +53.8% |
| 1Y | +121.7% | +7.8% | +113.9% | +111.6% |
| 3Y | +240.8% | +5.8% | +235.0% | +221.6% |
| 5Y | -33.6% | -11.6% | -22.0% | -32.8% |
| All | +301.0% | +14.6% | +286.3% | +223.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling