+194.2%
TWLO vs AMIX
-100.0%
+294.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -20.0% | +22.5% | +2.4% |
| 7D | +2.8% | -8.1% | +10.9% | +2.8% |
| 30D | -22.4% | -52.3% | +29.9% | -22.4% |
| 3M | -14.2% | -83.8% | +69.5% | -14.5% |
| 6M | +10.5% | -79.0% | +89.5% | +11.2% |
| YTD | +54.3% | -87.2% | +141.5% | +55.7% |
| 1Y | +68.0% | -91.7% | +159.7% | +69.8% |
| All | +194.2% | -100.0% | +294.2% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling