+164.3%
FSLY vs AMDL
+108.7%
+55.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.4% |
| 7D | -22.2% | -30.7% | +8.6% | -19.1% |
| 30D | -19.1% | -43.8% | +24.6% | -14.8% |
| 3M | -15.7% | -24.5% | +8.8% | -13.7% |
| 6M | -23.5% | +44.7% | -68.2% | -21.5% |
| YTD | +106.6% | +204.0% | -97.4% | +121.7% |
| 1Y | +164.3% | +109.1% | +55.2% | +162.2% |
| All | +164.3% | +108.7% | +55.6% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling