-28.3%
FSLY vs AMBA
+31.2%
-59.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.6% |
| 7D | +11.8% | +10.7% | +1.1% | +6.8% |
| 30D | -36.5% | -5.0% | -31.5% | -34.0% |
| 3M | -39.7% | -26.9% | -12.8% | -29.9% |
| 6M | -9.7% | -21.9% | +12.2% | -5.1% |
| YTD | +68.9% | -13.8% | +82.7% | +65.3% |
| 1Y | +44.5% | -36.1% | +80.5% | +60.6% |
| 3Y | +4.8% | +21.6% | -16.8% | -23.0% |
| 5Y | -66.0% | -68.8% | +2.7% | -58.8% |
| All | -28.3% | +31.2% | -59.5% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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