-33.6%
TWLO vs AME
+84.2%
-117.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | +0.2% | +1.3% | -1.1% | -0.8% |
| 30D | -9.1% | -6.6% | -2.6% | -4.7% |
| 3M | +11.0% | +3.0% | +8.0% | +7.9% |
| 6M | +79.4% | +5.3% | +74.1% | +68.3% |
| YTD | +59.7% | +15.4% | +44.3% | +36.7% |
| 1Y | +112.3% | +26.8% | +85.5% | +66.9% |
| 3Y | +247.0% | +56.5% | +190.4% | +119.7% |
| All | -33.6% | +84.2% | -117.8% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling