-91.1%
AMIX vs FSLY
+41.1%
-132.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.7% |
| 7D | -9.9% | +4.9% | -14.7% | -11.0% |
| 30D | -52.8% | -33.5% | -19.2% | -49.5% |
| 3M | -80.0% | -44.6% | -35.4% | -78.3% |
| 6M | -80.2% | -9.2% | -71.0% | -79.6% |
| YTD | -88.1% | +63.3% | -151.4% | -88.4% |
| 1Y | -91.1% | +45.3% | -136.3% | -92.4% |
| All | -91.1% | +41.1% | -132.1% | -92.4% |
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