-97.8%
AMC vs FSLY
-4.2%
-93.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.9% |
| 7D | +2.3% | -10.6% | +13.0% | +4.9% |
| 30D | -0.7% | -20.9% | +20.1% | +3.0% |
| 3M | +35.2% | +3.4% | +31.8% | +30.5% |
| 6M | +124.6% | +2.7% | +121.8% | +103.4% |
| YTD | +69.9% | +102.3% | -32.4% | +18.6% |
| 1Y | -2.6% | +182.1% | -184.6% | -40.1% |
| 3Y | -79.8% | -14.6% | -65.2% | -84.5% |
| 5Y | -99.4% | -55.9% | -43.5% | -99.5% |
| All | -97.8% | -4.2% | -93.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling