+833.7%
AMAT vs FSLY
-22.7%
+856.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.2% |
| 7D | +11.4% | +4.9% | +6.5% | +10.6% |
| 30D | -17.0% | -33.5% | +16.5% | -11.7% |
| 3M | -30.6% | -44.6% | +14.0% | -25.0% |
| 6M | -14.9% | -9.2% | -5.7% | -15.6% |
| YTD | +44.7% | +63.3% | -18.6% | +20.6% |
| 1Y | +66.9% | +45.3% | +21.6% | +41.8% |
| 3Y | +153.3% | +3.7% | +149.6% | +106.8% |
| 5Y | +146.2% | -67.2% | +213.4% | +117.9% |
| All | +833.7% | -22.7% | +856.4% | +474.6% |
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