+662.3%
TWLO vs AMT
+125.5%
+536.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | +2.8% | -2.4% | +5.2% | +3.7% |
| 30D | -22.4% | +4.2% | -26.6% | -23.8% |
| 3M | -14.2% | +13.4% | -27.7% | -18.7% |
| 6M | +10.5% | +9.4% | +1.1% | +5.5% |
| YTD | +54.3% | +11.7% | +42.6% | +44.6% |
| 1Y | +68.0% | +7.1% | +60.9% | +60.2% |
| 3Y | +273.0% | +15.1% | +257.9% | +226.3% |
| 5Y | -26.3% | -17.9% | -8.5% | -24.9% |
| 10Y | +595.4% | +133.5% | +461.9% | +347.8% |
| All | +662.3% | +125.5% | +536.8% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling