+264.6%
AMD vs FSLY
-67.3%
+331.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.3% | -5.4% | -8.1% |
| 7D | +18.9% | +4.9% | +14.1% | +17.9% |
| 30D | -6.4% | -33.5% | +27.1% | +1.8% |
| 3M | +10.6% | -44.6% | +55.2% | +22.8% |
| 6M | +19.9% | -9.2% | +29.1% | +19.8% |
| YTD | +149.4% | +63.3% | +86.1% | +97.4% |
| 1Y | +115.4% | +45.3% | +70.1% | +74.7% |
| 3Y | +357.3% | +3.7% | +353.5% | +247.8% |
| All | +264.6% | -67.3% | +331.8% | +228.5% |
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 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