+240.4%
TWLO vs AMDL
+87.1%
+153.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +26.8% | -24.5% | -0.6% |
| 7D | -0.5% | +10.3% | -10.7% | -2.7% |
| 30D | -28.6% | -38.3% | +9.7% | -26.1% |
| 3M | -14.4% | -8.7% | -5.6% | -15.3% |
| 6M | +2.4% | -14.4% | +16.8% | -1.9% |
| YTD | +45.3% | +206.9% | -161.7% | +11.5% |
| 1Y | +61.8% | +144.4% | -82.6% | +27.1% |
| All | +240.4% | +87.1% | +153.3% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling