+91.8%
TWLO vs AMRZ
-17.3%
+109.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.2% | -3.3% |
| 7D | -1.2% | -2.0% | +0.8% | -1.3% |
| 30D | -6.4% | -9.8% | +3.5% | -7.0% |
| 3M | +6.3% | -17.2% | +23.5% | +4.5% |
| 6M | +76.4% | -26.9% | +103.4% | +76.3% |
| YTD | +58.8% | -21.5% | +80.3% | +55.4% |
| 1Y | +107.1% | -22.9% | +130.0% | +101.2% |
| All | +91.8% | -17.3% | +109.1% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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