+64.3%
TWLO vs AMP
+18.6%
+45.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.5% |
| 7D | -15.9% | +7.7% | -23.5% | -16.3% |
| 30D | -29.0% | +6.6% | -35.6% | -29.4% |
| 3M | +10.0% | -4.7% | +14.8% | +11.1% |
| 6M | +12.6% | +12.9% | -0.3% | +9.1% |
| YTD | +50.1% | +8.6% | +41.5% | +45.0% |
| 1Y | +64.3% | +18.2% | +46.0% | +49.5% |
| All | +64.3% | +18.6% | +45.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling