+572.9%
TWLO vs AMT
+136.5%
+436.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.8% |
| 7D | +4.5% | +1.5% | +3.0% | +4.0% |
| 30D | -22.1% | +6.8% | -28.9% | -24.2% |
| 3M | -15.3% | +11.2% | -26.5% | -19.1% |
| 6M | +9.7% | +12.5% | -2.8% | +3.7% |
| YTD | +48.5% | +12.5% | +36.0% | +38.9% |
| 1Y | +70.3% | +10.1% | +60.2% | +60.7% |
| 3Y | +261.4% | +16.0% | +245.4% | +215.6% |
| 5Y | -30.6% | -17.2% | -13.4% | -29.5% |
| All | +572.9% | +136.5% | +436.4% | +360.8% |
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