+458.6%
AEM vs FSLY
+5.6%
+453.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | +7.5% | -12.6% | -5.3% |
| 30D | +8.5% | -21.1% | +29.5% | +9.2% |
| 3M | +29.3% | +21.8% | +7.5% | +27.9% |
| 6M | -12.9% | -0.1% | -12.8% | -14.1% |
| YTD | +16.8% | +123.1% | -106.3% | +10.9% |
| 1Y | +29.8% | +208.6% | -178.7% | +21.0% |
| 3Y | +336.7% | -1.3% | +338.0% | +319.0% |
| 5Y | +299.9% | -48.4% | +348.3% | +281.8% |
| All | +458.6% | +5.6% | +453.0% | +382.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling