+112.3%
TWLO vs AMDL
+540.4%
-428.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.5% | +0.3% |
| 7D | +0.2% | +29.0% | -28.8% | -1.0% |
| 30D | -9.1% | +19.1% | -28.2% | -10.0% |
| 3M | +11.0% | +1.8% | +9.2% | +9.1% |
| 6M | +79.4% | +374.4% | -295.0% | +50.9% |
| YTD | +59.7% | +278.9% | -219.2% | +33.8% |
| 1Y | +112.3% | +510.6% | -398.2% | +60.6% |
| All | +112.3% | +540.4% | -428.1% | +60.6% |
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