+6.6%
AMD vs FSLY
-49.7%
+56.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.1% | +8.0% | +10.2% |
| 7D | -11.0% | -31.4% | +20.4% | -1.6% |
| 30D | -30.5% | -37.3% | +6.8% | -21.8% |
| 3M | -8.2% | -30.1% | +21.9% | -0.7% |
| 6M | +6.6% | -49.8% | +56.4% | +19.0% |
| All | +6.6% | -49.7% | +56.2% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling