+119.7%
TWLO vs AMDL
+384.9%
-265.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.2% | -12.3% | -3.5% |
| 7D | -2.0% | +4.5% | -6.6% | -2.2% |
| 30D | +20.6% | -4.4% | +25.0% | +20.6% |
| 3M | -1.5% | -30.5% | +28.9% | -1.2% |
| 6M | +89.4% | +300.9% | -211.5% | +62.1% |
| YTD | +63.8% | +219.9% | -156.1% | +39.8% |
| 1Y | +119.7% | +374.7% | -255.0% | +76.6% |
| All | +119.7% | +384.9% | -265.2% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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