-48.4%
FSLY vs AMCR
-9.6%
-38.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +7.5% | -5.0% | +12.5% | +11.0% |
| 30D | -21.1% | -8.0% | -13.1% | -17.1% |
| 3M | +21.8% | +14.3% | +7.5% | +8.5% |
| 6M | -0.1% | +5.3% | -5.5% | -5.9% |
| YTD | +123.1% | +7.7% | +115.3% | +100.3% |
| 1Y | +208.6% | +10.8% | +197.7% | +170.2% |
| 3Y | -1.3% | +9.6% | -10.8% | -18.1% |
| 5Y | -48.4% | -10.2% | -38.2% | -45.9% |
| All | -48.4% | -9.6% | -38.8% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling