+261.5%
TWLO vs AMDL
+119.6%
+141.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.3% | -11.9% | +0.9% |
| 7D | +2.8% | +18.5% | -15.7% | -0.3% |
| 30D | -22.4% | -24.2% | +1.9% | -21.4% |
| 3M | -14.2% | +11.5% | -25.7% | -17.0% |
| 6M | +10.5% | -1.0% | +11.5% | +4.1% |
| YTD | +54.3% | +260.3% | -206.0% | +16.4% |
| 1Y | +68.0% | +178.2% | -110.1% | +30.4% |
| All | +261.5% | +119.6% | +141.9% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling