+341.9%
AEM vs FSLY
-5.7%
+347.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.4% |
| 7D | +4.3% | +3.5% | +0.9% | +4.3% |
| 30D | +13.1% | -6.4% | +19.5% | +13.0% |
| 3M | +24.8% | +10.9% | +13.9% | +24.6% |
| 6M | -8.2% | +6.7% | -14.9% | -8.3% |
| YTD | +19.8% | +111.1% | -91.3% | +20.5% |
| 1Y | +32.1% | +185.8% | -153.7% | +32.2% |
| All | +341.9% | -5.7% | +347.7% | +313.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling