-97.2%
AMC vs FSLY
-24.5%
-72.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.4% |
| 7D | +5.5% | -22.9% | +28.4% | +11.7% |
| 30D | +16.1% | -44.6% | +60.7% | +31.5% |
| 3M | +43.0% | -41.5% | +84.5% | +56.4% |
| 6M | +130.7% | -20.8% | +151.5% | +130.4% |
| YTD | +121.8% | +59.5% | +62.3% | +59.1% |
| 1Y | +40.7% | +36.1% | +4.5% | +5.2% |
| 3Y | -56.8% | -1.0% | -55.8% | -70.0% |
| 5Y | -99.1% | -66.9% | -32.2% | -99.3% |
| All | -97.2% | -24.5% | -72.7% | -98.4% |
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