+272.1%
TWLO vs AMDL
+117.8%
+154.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.7% | -14.7% | -4.1% |
| 7D | -1.2% | +19.9% | -21.2% | -3.0% |
| 30D | -6.4% | +6.3% | -12.6% | -7.3% |
| 3M | +6.3% | -9.9% | +16.2% | +4.1% |
| 6M | +76.4% | +394.3% | -317.9% | +33.5% |
| YTD | +58.8% | +257.3% | -198.5% | +22.0% |
| 1Y | +107.1% | +508.5% | -401.5% | +40.8% |
| All | +272.1% | +117.8% | +154.3% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling