+663.9%
AMKR vs FSLY
0.0%
+663.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +5.4% |
| 7D | +11.1% | +3.5% | +7.6% | +10.5% |
| 30D | -8.1% | -6.4% | -1.7% | -7.5% |
| 3M | -25.6% | +10.9% | -36.5% | -27.5% |
| 6M | +22.5% | +6.7% | +15.8% | +16.1% |
| YTD | +29.1% | +111.1% | -82.0% | +3.7% |
| 1Y | +105.7% | +185.8% | -80.1% | +52.7% |
| 3Y | +133.2% | -6.6% | +139.8% | +96.5% |
| 5Y | +98.5% | -52.4% | +150.9% | +68.5% |
| All | +663.9% | 0.0% | +663.9% | +376.2% |
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