+278.7%
AMD vs FSLY
-65.4%
+344.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.3% | +1.0% | +6.0% |
| 7D | +13.1% | -17.9% | +31.1% | +17.9% |
| 30D | -7.0% | -34.7% | +27.7% | +1.5% |
| 3M | +16.6% | -40.0% | +56.6% | +27.3% |
| 6M | +20.5% | -11.8% | +32.4% | +20.9% |
| YTD | +158.2% | +69.5% | +88.6% | +102.7% |
| 1Y | +132.8% | +44.0% | +88.8% | +89.5% |
| 3Y | +366.2% | +5.2% | +361.0% | +254.4% |
| 5Y | +278.7% | -65.6% | +344.2% | +241.2% |
| All | +278.7% | -65.4% | +344.0% | +241.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling