-57.7%
AMC vs FSLY
+6.0%
-63.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +8.4% | +11.8% | -3.3% | +7.3% |
| 30D | +9.2% | -36.5% | +45.7% | +13.2% |
| 3M | +32.0% | -39.7% | +71.8% | +36.5% |
| 6M | +149.3% | -9.7% | +158.9% | +146.4% |
| YTD | +114.1% | +68.9% | +45.2% | +94.5% |
| 1Y | +35.8% | +44.5% | -8.7% | +25.9% |
| All | -57.7% | +6.0% | -63.8% | -66.3% |
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 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