+68.0%
TWLO vs AMDL
+168.6%
-100.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.3% | -11.9% | +1.6% |
| 7D | +2.8% | +18.5% | -15.7% | +1.1% |
| 30D | -22.4% | -24.2% | +1.9% | -22.2% |
| 3M | -14.2% | +11.5% | -25.7% | -14.7% |
| 6M | +10.5% | -1.0% | +11.5% | +9.3% |
| YTD | +54.3% | +260.3% | -206.0% | +41.3% |
| 1Y | +68.0% | +178.2% | -110.1% | +54.7% |
| All | +68.0% | +168.6% | -100.5% | +54.7% |
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 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