+5.9%
AMT vs FSLY
-4.2%
+10.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.9% |
| 7D | -0.2% | -10.6% | +10.4% | +0.3% |
| 30D | +4.6% | -20.9% | +25.5% | +5.5% |
| 3M | -8.4% | +3.4% | -11.9% | -9.1% |
| 6M | -6.0% | +2.7% | -8.8% | -8.3% |
| YTD | +2.1% | +102.3% | -100.1% | -5.6% |
| 1Y | -6.4% | +182.1% | -188.4% | -15.8% |
| 3Y | +8.1% | -14.6% | +22.6% | +2.0% |
| 5Y | -31.9% | -55.9% | +24.0% | -36.6% |
| All | +5.9% | -4.2% | +10.1% | -20.3% |
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