-3.5%
FSLY vs AMCR
+2.5%
-5.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.9% |
| 7D | +12.5% | -6.3% | +18.7% | +16.7% |
| 30D | -18.8% | -7.8% | -11.0% | -15.3% |
| 3M | +22.7% | +7.5% | +15.1% | +15.5% |
| 6M | -3.7% | +2.7% | -6.4% | -7.1% |
| YTD | +127.5% | +6.0% | +121.5% | +110.8% |
| 1Y | +193.5% | +7.8% | +185.7% | +169.0% |
| 3Y | -1.3% | +5.8% | -7.1% | -10.4% |
| 5Y | -47.3% | -11.6% | -35.7% | -45.1% |
| All | -3.5% | +2.5% | -5.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling