-66.5%
FSLY vs AMBA
-69.7%
+3.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.6% |
| 7D | +4.9% | +2.7% | +2.2% | +3.6% |
| 30D | -33.5% | -2.2% | -31.3% | -31.7% |
| 3M | -44.6% | -26.6% | -18.0% | -35.4% |
| 6M | -9.2% | -26.8% | +17.5% | -1.6% |
| YTD | +63.3% | -15.1% | +78.4% | +59.9% |
| 1Y | +45.3% | -32.3% | +77.5% | +57.2% |
| 3Y | +3.7% | +19.8% | -16.1% | -26.7% |
| All | -66.5% | -69.7% | +3.2% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling