+70.3%
TWLO vs AMDL
+130.1%
-59.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -17.6% | +17.1% | +0.5% |
| 7D | +4.5% | +37.2% | -32.7% | +2.3% |
| 30D | -22.1% | -24.0% | +1.9% | -21.9% |
| 3M | -15.3% | -1.0% | -14.3% | -15.5% |
| 6M | +9.7% | -3.2% | +12.9% | +8.5% |
| YTD | +48.5% | +232.2% | -183.7% | +35.7% |
| 1Y | +70.3% | +137.7% | -67.4% | +59.2% |
| All | +70.3% | +130.1% | -59.8% | +59.2% |
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