+376.7%
AMD vs FSLY
-7.5%
+384.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.4% | +1.5% | +5.4% |
| 7D | +10.0% | +3.5% | +6.6% | +9.6% |
| 30D | +4.6% | -6.4% | +11.0% | +4.9% |
| 3M | +3.1% | +10.9% | -7.7% | +1.0% |
| 6M | +162.8% | +6.7% | +156.1% | +151.2% |
| YTD | +136.2% | +111.1% | +25.1% | +102.9% |
| 1Y | +234.0% | +185.8% | +48.2% | +165.3% |
| 3Y | +376.7% | -6.6% | +383.3% | +340.5% |
| All | +376.7% | -7.5% | +384.2% | +340.5% |
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