+15.0%
AMT vs FSLY
-25.7%
+40.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | +0.4% | -22.4% | +22.8% | +1.4% |
| 30D | +3.7% | -45.5% | +49.2% | +6.3% |
| 3M | +10.7% | -30.4% | +41.1% | +11.6% |
| 6M | +9.3% | -22.1% | +31.3% | +9.1% |
| YTD | +10.9% | +57.0% | -46.0% | +3.1% |
| 1Y | +10.5% | +38.2% | -27.7% | +3.4% |
| 3Y | +15.5% | -2.5% | +18.0% | +6.8% |
| 5Y | -20.6% | -68.8% | +48.3% | -25.0% |
| All | +15.0% | -25.7% | +40.7% | -12.9% |
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 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