+18.7%
AEM vs FSLY
+161.0%
-142.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +9.8% | +9.7% |
| 7D | +0.2% | -22.2% | +22.4% | +0.3% |
| 30D | +0.1% | -19.1% | +19.2% | +0.1% |
| 3M | +22.1% | -15.7% | +37.8% | +22.1% |
| 6M | +2.4% | -23.5% | +25.9% | +2.1% |
| YTD | +8.9% | +106.6% | -97.7% | +14.2% |
| 1Y | +18.7% | +164.3% | -145.6% | +23.3% |
| All | +18.7% | +161.0% | -142.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling