+702.8%
TWLO vs AMP
+576.5%
+126.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -3.9% | -2.0% | -1.8% | -2.9% |
| 30D | -9.7% | -1.7% | -8.0% | -8.9% |
| 3M | +11.6% | +23.2% | -11.6% | -0.2% |
| 6M | +84.7% | +22.2% | +62.5% | +65.5% |
| YTD | +62.5% | +14.0% | +48.5% | +49.7% |
| 1Y | +121.7% | +14.0% | +107.7% | +103.8% |
| 3Y | +253.0% | +67.0% | +186.0% | +163.3% |
| 5Y | -32.5% | +123.2% | -155.7% | -56.2% |
| 10Y | +312.7% | +578.5% | -265.8% | +51.2% |
| All | +702.8% | +576.5% | +126.3% | +197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling