+341.1%
AMD vs FSLY
+0.2%
+341.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +6.5% | -22.9% | +29.4% | +10.5% |
| 30D | -15.3% | -44.6% | +29.3% | -8.5% |
| 3M | +9.7% | -41.5% | +51.2% | +16.9% |
| 6M | +13.2% | -20.8% | +34.0% | +15.7% |
| YTD | +140.6% | +59.5% | +81.0% | +116.2% |
| 1Y | +111.2% | +36.1% | +75.0% | +94.2% |
| All | +341.1% | +0.2% | +341.0% | +266.5% |
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 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