+247.2%
AMAT vs FSLY
-55.9%
+303.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.7% |
| 7D | -1.5% | -10.6% | +9.1% | +0.2% |
| 30D | -14.8% | -20.9% | +6.1% | -12.4% |
| 3M | -9.3% | +3.4% | -12.7% | -10.8% |
| 6M | +27.4% | +2.7% | +24.6% | +20.5% |
| YTD | +77.6% | +102.3% | -24.7% | +44.8% |
| 1Y | +188.9% | +182.1% | +6.9% | +116.0% |
| 3Y | +202.3% | -14.6% | +216.9% | +161.8% |
| All | +247.2% | -55.9% | +303.1% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling