+301.8%
AMD vs FSLY
-9.9%
+311.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.1% | +8.0% | +10.6% |
| 7D | -11.0% | -31.4% | +20.4% | -6.2% |
| 30D | -30.5% | -37.3% | +6.8% | -26.0% |
| 3M | -8.2% | -30.1% | +21.9% | -4.4% |
| 6M | +6.6% | -49.8% | +56.4% | +13.0% |
| YTD | +109.7% | +55.7% | +54.0% | +89.0% |
| 1Y | +88.9% | +44.5% | +44.4% | +71.8% |
| 3Y | +301.8% | -4.3% | +306.2% | +235.6% |
| All | +301.8% | -9.9% | +311.7% | +235.6% |
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