-80.6%
AMC vs FSLY
-13.5%
-67.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.6% |
| 7D | +2.3% | -10.6% | +13.0% | +3.4% |
| 30D | -0.7% | -20.9% | +20.1% | +1.0% |
| 3M | +35.2% | +3.4% | +31.8% | +33.1% |
| 6M | +124.6% | +2.7% | +121.8% | +116.6% |
| YTD | +69.9% | +102.3% | -32.4% | +49.6% |
| 1Y | -2.6% | +182.1% | -184.6% | -19.9% |
| All | -80.6% | -13.5% | -67.1% | -82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling