+37.2%
AMGN vs FSLY
+210.9%
-173.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.3% |
| 7D | -13.7% | +12.5% | -26.2% | -13.7% |
| 30D | -8.8% | -18.8% | +10.0% | -8.7% |
| 3M | +7.2% | +22.7% | -15.5% | +7.1% |
| 6M | +1.3% | -3.7% | +5.0% | +1.3% |
| YTD | +17.6% | +127.5% | -109.9% | +17.0% |
| 1Y | +37.2% | +193.5% | -156.4% | +37.7% |
| All | +37.2% | +210.9% | -173.7% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling