+59.3%
AMAT vs FSLY
+38.2%
+21.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -2.5% | -22.9% | +20.5% | +0.2% |
| 30D | -26.5% | -44.6% | +18.0% | -22.7% |
| 3M | -28.6% | -41.5% | +12.9% | -25.5% |
| 6M | -14.2% | -20.8% | +6.6% | -12.9% |
| YTD | +45.5% | +59.5% | -14.1% | +51.5% |
| 1Y | +59.3% | +36.1% | +23.2% | +72.3% |
| All | +59.3% | +38.2% | +21.1% | +72.3% |
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