+32.9%
FSLY vs AMBA
-36.6%
+69.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.1% | -3.1% | +1.1% |
| 7D | -31.4% | -7.2% | -24.2% | -29.2% |
| 30D | -37.3% | -10.4% | -26.9% | -34.4% |
| 3M | -30.1% | -30.1% | 0.0% | -23.5% |
| 6M | -49.8% | -22.4% | -27.4% | -48.3% |
| YTD | +55.7% | -17.3% | +73.0% | +48.0% |
| All | +32.9% | -36.6% | +69.5% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling