-99.9%
AMIX vs FSLY
-23.3%
-76.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.4% |
| 7D | -16.0% | -31.4% | +15.4% | -12.3% |
| 30D | -55.4% | -37.3% | -18.1% | -53.1% |
| 3M | -87.5% | -30.1% | -57.4% | -87.3% |
| 6M | -81.2% | -49.8% | -31.4% | -80.7% |
| YTD | -86.8% | +55.7% | -142.5% | -86.3% |
| 1Y | -91.6% | +44.5% | -136.1% | -91.3% |
| All | -99.9% | -23.3% | -76.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling