+684.6%
TWLO vs AME
+441.3%
+243.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -1.2% | +2.8% | -4.0% | -2.9% |
| 30D | -6.4% | -6.3% | -0.1% | -2.6% |
| 3M | +6.3% | +5.4% | +0.9% | +2.3% |
| 6M | +76.4% | +7.4% | +69.0% | +65.4% |
| YTD | +58.8% | +16.2% | +42.6% | +40.2% |
| 1Y | +107.1% | +26.8% | +80.3% | +72.2% |
| 3Y | +245.0% | +57.5% | +187.5% | +147.9% |
| 5Y | -36.0% | +84.8% | -120.8% | -58.7% |
| 10Y | +293.2% | +424.3% | -131.1% | +19.4% |
| All | +684.6% | +441.3% | +243.3% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling