-3.2%
FSLY vs AMCR
+8.5%
-11.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.4% | +7.0% |
| 7D | +11.2% | -6.3% | +17.4% | +14.5% |
| 30D | -18.2% | -7.1% | -11.0% | -15.5% |
| 3M | +21.9% | +12.7% | +9.2% | +12.7% |
| 6M | +4.0% | +5.2% | -1.1% | -0.5% |
| YTD | +123.1% | +8.1% | +115.0% | +104.4% |
| 1Y | +196.9% | +11.7% | +185.1% | +165.6% |
| All | -3.2% | +8.5% | -11.7% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling