+240.6%
TWLO vs AME
+55.9%
+184.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +0.2% | +1.3% | -1.1% | -0.5% |
| 30D | -9.1% | -6.6% | -2.6% | -5.8% |
| 3M | +11.0% | +3.0% | +8.0% | +8.8% |
| 6M | +79.4% | +5.3% | +74.1% | +70.8% |
| YTD | +59.7% | +15.4% | +44.3% | +40.1% |
| 1Y | +112.3% | +26.8% | +85.5% | +72.7% |
| All | +240.6% | +55.9% | +184.6% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling