+3.7%
FSLY vs AMBA
+21.7%
-18.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | +4.9% | +2.7% | +2.2% | +3.8% |
| 30D | -33.5% | -2.2% | -31.3% | -32.1% |
| 3M | -44.6% | -26.6% | -18.0% | -37.8% |
| 6M | -9.2% | -26.8% | +17.5% | -3.0% |
| YTD | +63.3% | -15.1% | +78.4% | +60.8% |
| 1Y | +45.3% | -32.3% | +77.5% | +55.3% |
| 3Y | +3.7% | +19.8% | -16.1% | -14.4% |
| All | +3.7% | +21.7% | -18.0% | -14.4% |
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