+1,773.5%
AMD vs FSLY
-24.5%
+1,798.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.5% | +12.3% | +14.2% |
| 7D | +6.5% | -22.9% | +29.4% | +12.2% |
| 30D | -15.3% | -44.6% | +29.3% | -4.9% |
| 3M | +9.7% | -41.5% | +51.2% | +20.3% |
| 6M | +13.2% | -20.8% | +34.0% | +15.9% |
| YTD | +140.6% | +59.5% | +81.0% | +92.8% |
| 1Y | +111.2% | +36.1% | +75.0% | +74.6% |
| 3Y | +334.4% | -1.0% | +335.4% | +240.6% |
| 5Y | +268.3% | -66.9% | +335.3% | +219.8% |
| All | +1,773.5% | -24.5% | +1,798.0% | +1,099.7% |
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