+5.6%
AMT vs FSLY
+5.6%
0.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.8% | -0.4% |
| 7D | +1.5% | +11.2% | -9.7% | +0.9% |
| 30D | +3.7% | -18.2% | +21.9% | +4.6% |
| 3M | -7.2% | +21.9% | -29.1% | -8.6% |
| 6M | -4.2% | +4.0% | -8.2% | -6.5% |
| YTD | +1.9% | +123.1% | -121.2% | -6.3% |
| 1Y | -6.4% | +196.9% | -203.2% | -16.0% |
| 3Y | +7.7% | -1.3% | +9.0% | +0.8% |
| 5Y | -30.9% | -50.2% | +19.3% | -36.1% |
| All | +5.6% | +5.6% | 0.0% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling