-91.6%
AMIX vs FSLY
+161.0%
-252.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -25.1% | -22.2% | -2.9% | -21.5% |
| 30D | -54.5% | -19.1% | -35.4% | -53.0% |
| 3M | -91.7% | -15.7% | -76.1% | -91.8% |
| 6M | -79.4% | -23.5% | -56.0% | -79.6% |
| YTD | -86.1% | +106.6% | -192.7% | -85.9% |
| 1Y | -91.6% | +164.3% | -255.8% | -90.5% |
| All | -91.6% | +161.0% | -252.5% | -90.5% |
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 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