+633.6%
TWLO vs AME
+452.0%
+181.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +4.5% | +5.9% | -1.3% | +0.8% |
| 30D | -22.1% | -1.9% | -20.2% | -21.0% |
| 3M | -15.3% | -5.4% | -10.0% | -12.3% |
| 6M | +9.7% | +4.9% | +4.7% | +5.8% |
| YTD | +48.5% | +18.5% | +30.0% | +29.6% |
| 1Y | +70.3% | +25.5% | +44.9% | +43.0% |
| 3Y | +261.4% | +63.0% | +198.4% | +154.1% |
| 5Y | -30.6% | +78.3% | -108.9% | -54.2% |
| 10Y | +569.2% | +447.1% | +122.1% | +96.3% |
| All | +633.6% | +452.0% | +181.6% | +114.7% |
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 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