+240.8%
TWLO vs AMP
+66.7%
+174.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.4% |
| 6M | +79.5% | +24.6% | +54.9% | +60.1% |
| YTD | +59.8% | +14.8% | +45.0% | +47.1% |
| 1Y | +121.7% | +12.8% | +108.9% | +105.8% |
| 3Y | +240.8% | +69.0% | +171.8% | +130.0% |
| All | +240.8% | +66.7% | +174.1% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling