+1,636.6%
AMD vs FSLY
-4.2%
+1,640.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +5.2% |
| 7D | +2.6% | -10.6% | +13.2% | +4.7% |
| 30D | -0.9% | -20.9% | +20.0% | +2.3% |
| 3M | -8.7% | +3.4% | -12.1% | -10.6% |
| 6M | +136.3% | +2.7% | +133.6% | +120.3% |
| YTD | +123.0% | +102.3% | +20.7% | +71.7% |
| 1Y | +195.2% | +182.1% | +13.1% | +104.1% |
| 3Y | +336.3% | -14.6% | +350.9% | +258.1% |
| 5Y | +334.5% | -55.9% | +390.4% | +258.2% |
| All | +1,636.6% | -4.2% | +1,640.9% | +968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling