-66.9%
FSLY vs AMBA
-69.1%
+2.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.6% |
| 7D | -22.9% | -2.6% | -20.3% | -21.2% |
| 30D | -44.6% | -10.5% | -34.1% | -40.7% |
| 3M | -41.5% | -26.4% | -15.1% | -31.9% |
| 6M | -20.8% | -20.9% | +0.1% | -17.6% |
| YTD | +59.5% | -14.8% | +74.3% | +55.9% |
| 1Y | +36.1% | -36.1% | +72.2% | +51.5% |
| 3Y | -1.0% | +20.2% | -21.2% | -30.2% |
| 5Y | -66.9% | -67.2% | +0.3% | -64.0% |
| All | -66.9% | -69.1% | +2.2% | -64.0% |
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