+895.6%
AMAT vs FSLY
-19.7%
+915.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.3% | -0.2% | +5.0% |
| 7D | +7.0% | -17.9% | +24.9% | +10.3% |
| 30D | -20.6% | -34.7% | +14.1% | -15.3% |
| 3M | -24.8% | -40.0% | +15.3% | -19.7% |
| 6M | -10.7% | -11.8% | +1.1% | -11.1% |
| YTD | +54.3% | +69.5% | -15.3% | +27.9% |
| 1Y | +73.7% | +44.0% | +29.8% | +47.9% |
| 3Y | +168.4% | +5.2% | +163.2% | +118.7% |
| 5Y | +167.6% | -65.6% | +233.1% | +134.9% |
| All | +895.6% | -19.7% | +915.3% | +509.0% |
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