+307.6%
TWLO vs AMT
+103.9%
+203.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | -3.9% | -2.7% | -1.2% | -2.9% |
| 30D | -9.7% | +2.0% | -11.7% | -10.4% |
| 3M | +11.6% | -9.3% | +20.9% | +15.1% |
| 6M | +84.7% | -5.2% | +89.9% | +86.7% |
| YTD | +62.5% | +0.5% | +62.0% | +59.5% |
| 1Y | +121.7% | -7.3% | +129.0% | +123.8% |
| 3Y | +253.0% | +6.2% | +246.7% | +218.9% |
| 5Y | -32.5% | -31.2% | -1.3% | -26.0% |
| All | +307.6% | +103.9% | +203.7% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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