-90.5%
AMIX vs FSLY
+36.0%
-126.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.8% | +11.0% | +11.7% |
| 7D | +1.2% | -22.4% | +23.6% | +5.7% |
| 30D | -45.3% | -45.5% | +0.1% | -39.1% |
| 3M | -83.1% | -30.4% | -52.7% | -82.5% |
| 6M | -76.9% | -22.1% | -54.8% | -75.9% |
| YTD | -85.3% | +57.0% | -142.3% | -85.5% |
| All | -90.5% | +36.0% | -126.5% | -92.3% |
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