-10.4%
FSLY vs AMCR
+4.1%
-14.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.5% |
| 7D | +3.5% | -1.8% | +5.3% | +4.5% |
| 30D | -6.4% | -6.0% | -0.4% | -3.4% |
| 3M | +10.9% | +18.9% | -8.0% | -1.9% |
| 6M | +6.7% | +5.7% | +1.1% | +1.3% |
| YTD | +111.1% | +11.1% | +100.0% | +90.5% |
| 1Y | +185.8% | +12.7% | +173.1% | +155.5% |
| 3Y | -6.6% | +9.6% | -16.1% | -16.7% |
| 5Y | -52.4% | -10.3% | -42.1% | -50.6% |
| All | -10.4% | +4.1% | -14.5% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling