-99.8%
AMIX vs FSLY
-0.3%
-99.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.6% |
| 7D | -13.7% | -10.6% | -3.1% | -12.4% |
| 30D | -62.1% | -20.9% | -41.2% | -61.2% |
| 3M | -46.2% | +3.4% | -49.6% | -45.5% |
| 6M | -46.4% | +2.7% | -49.2% | -45.6% |
| YTD | -60.3% | +102.3% | -162.5% | -59.4% |
| 1Y | -79.7% | +182.1% | -261.7% | -79.4% |
| All | -99.8% | -0.3% | -99.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling