+481.5%
AEM vs FSLY
-4.2%
+485.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -1.1% |
| 7D | -0.5% | -10.6% | +10.1% | -0.1% |
| 30D | +24.0% | -20.9% | +44.9% | +24.7% |
| 3M | +16.1% | +3.4% | +12.7% | +15.6% |
| 6M | -11.6% | +2.7% | -14.4% | -12.9% |
| YTD | +21.5% | +102.3% | -80.7% | +15.9% |
| 1Y | +39.2% | +182.1% | -142.9% | +30.1% |
| 3Y | +347.4% | -14.6% | +362.0% | +332.0% |
| 5Y | +290.1% | -55.9% | +346.0% | +275.4% |
| All | +481.5% | -4.2% | +485.7% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling