+121.7%
TWLO vs AME
+29.6%
+92.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -1.8% |
| 7D | -2.4% | +1.7% | -4.2% | -2.5% |
| 30D | -7.8% | -6.4% | -1.4% | -7.6% |
| 3M | +10.0% | +7.1% | +2.9% | +10.5% |
| 6M | +79.5% | +8.2% | +71.3% | +77.2% |
| YTD | +59.8% | +18.2% | +41.7% | +46.9% |
| 1Y | +121.7% | +26.7% | +94.9% | +103.8% |
| All | +121.7% | +29.6% | +92.1% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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