-14.2%
FSLY vs AMBA
-1.0%
-13.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -10.6% | -11.0% | +0.3% | -7.1% |
| 30D | -20.9% | -23.2% | +2.3% | -13.9% |
| 3M | +3.4% | -12.7% | +16.1% | +4.2% |
| 6M | +2.7% | +11.2% | -8.5% | -7.9% |
| YTD | +102.3% | -11.2% | +113.5% | +92.7% |
| 1Y | +182.1% | -22.5% | +204.6% | +181.4% |
| All | -14.2% | -1.0% | -13.3% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling