-97.9%
AMC vs FSLY
0.0%
-97.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -4.4% |
| 7D | -0.8% | +3.5% | -4.2% | -1.7% |
| 30D | -1.2% | -6.4% | +5.2% | -1.5% |
| 3M | +42.2% | +10.9% | +31.3% | +34.9% |
| 6M | +118.8% | +6.7% | +112.1% | +96.2% |
| YTD | +64.1% | +111.1% | -47.0% | +13.3% |
| 1Y | -9.5% | +185.8% | -195.3% | -44.5% |
| 3Y | -64.3% | -6.6% | -57.8% | -73.5% |
| 5Y | -99.5% | -52.4% | -47.1% | -99.6% |
| All | -97.9% | 0.0% | -97.9% | -98.8% |
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