+44.5%
FSLY vs AMDL
+62.4%
-17.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +22.3% | -19.2% | -1.0% |
| 7D | -31.4% | -26.2% | -5.2% | -27.6% |
| 30D | -37.3% | -57.1% | +19.8% | -29.5% |
| 3M | -30.1% | -29.8% | -0.3% | -25.8% |
| 6M | -49.8% | -22.2% | -27.6% | -48.1% |
| YTD | +55.7% | +142.1% | -86.4% | +49.7% |
| 1Y | +44.5% | +85.8% | -41.3% | +40.6% |
| All | +44.5% | +62.4% | -17.9% | +40.6% |
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