+261.4%
TWLO vs AME
+64.2%
+197.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +4.5% | +5.9% | -1.3% | +1.3% |
| 30D | -22.1% | -1.9% | -20.2% | -21.0% |
| 3M | -15.3% | -5.4% | -10.0% | -12.7% |
| 6M | +9.7% | +4.9% | +4.7% | +6.8% |
| YTD | +48.5% | +18.5% | +30.0% | +29.5% |
| 1Y | +70.3% | +25.5% | +44.9% | +41.8% |
| 3Y | +261.4% | +63.0% | +198.4% | +153.1% |
| All | +261.4% | +64.2% | +197.2% | +153.1% |
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