-97.4%
AMC vs FSLY
-26.3%
-71.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.2% |
| 7D | +2.6% | -31.4% | +34.0% | +11.3% |
| 30D | +9.0% | -37.3% | +46.3% | +19.7% |
| 3M | +22.2% | -30.1% | +52.3% | +26.8% |
| 6M | +91.5% | -49.8% | +141.3% | +108.8% |
| YTD | +101.3% | +55.7% | +45.6% | +45.2% |
| 1Y | +20.8% | +44.5% | -23.7% | -11.5% |
| 3Y | -71.3% | -4.3% | -67.0% | -79.9% |
| 5Y | -99.2% | -68.2% | -31.1% | -99.4% |
| All | -97.4% | -26.3% | -71.2% | -98.5% |
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