-46.4%
AMIX vs FSLY
-2.2%
-44.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.7% |
| 7D | -13.7% | -10.6% | -3.1% | -8.9% |
| 30D | -62.1% | -20.9% | -41.2% | -59.1% |
| 3M | -46.2% | +3.4% | -49.6% | -44.9% |
| 6M | -46.4% | +2.7% | -49.2% | -43.9% |
| All | -46.4% | -2.2% | -44.2% | -43.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling