+29.8%
AEM vs FSLY
+196.5%
-166.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | +7.5% | -12.6% | -5.0% |
| 30D | +8.5% | -21.1% | +29.5% | +8.4% |
| 3M | +29.3% | +21.8% | +7.5% | +29.1% |
| 6M | -12.9% | -0.1% | -12.8% | -12.7% |
| YTD | +16.8% | +123.1% | -106.3% | +20.8% |
| 1Y | +29.8% | +208.6% | -178.7% | +33.1% |
| All | +29.8% | +196.5% | -166.6% | +33.1% |
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