-35.9%
FSLY vs AMBA
+18.5%
-54.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -9.4% | -17.4% | -22.7% |
| 7D | -40.0% | -14.6% | -25.4% | -34.8% |
| 30D | -39.7% | -18.8% | -20.9% | -32.6% |
| 3M | -40.9% | -32.6% | -8.3% | -29.2% |
| 6M | -52.5% | -25.8% | -26.7% | -48.8% |
| YTD | +51.1% | -22.1% | +73.2% | +54.8% |
| 1Y | +90.6% | -36.2% | +126.8% | +112.6% |
| 3Y | -12.4% | +10.0% | -22.4% | -32.7% |
| 5Y | -69.1% | -71.6% | +2.4% | -60.9% |
| All | -35.9% | +18.5% | -54.4% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling