-32.3%
TWLO vs AMP
+122.1%
-154.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -2.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -7.8% | -1.3% | -6.5% | -7.0% |
| 3M | +10.0% | +24.2% | -14.2% | -5.6% |
| 6M | +79.5% | +24.6% | +54.9% | +53.0% |
| YTD | +59.8% | +14.8% | +45.0% | +42.2% |
| 1Y | +121.7% | +12.8% | +108.9% | +99.2% |
| 3Y | +240.8% | +69.0% | +171.8% | +112.1% |
| All | -32.3% | +122.1% | -154.5% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling