+301.0%
TWLO vs AMP
+589.3%
-288.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -2.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -7.8% | -1.3% | -6.5% | -7.2% |
| 3M | +10.0% | +24.2% | -14.2% | -1.8% |
| 6M | +79.5% | +24.6% | +54.9% | +59.5% |
| YTD | +59.8% | +14.8% | +45.0% | +46.9% |
| 1Y | +121.7% | +12.8% | +108.9% | +105.2% |
| 3Y | +240.8% | +69.0% | +171.8% | +153.7% |
| 5Y | -33.6% | +124.9% | -158.5% | -56.8% |
| All | +301.0% | +589.3% | -288.3% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling