+35.0%
FSLY vs AMDL
+145.7%
-110.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.9% | -12.3% | -2.4% |
| 7D | +11.8% | +103.5% | -91.8% | -2.0% |
| 30D | -36.5% | -18.3% | -18.2% | -35.5% |
| 3M | -39.7% | +20.1% | -59.8% | -42.3% |
| 6M | -9.7% | +15.9% | -25.6% | -16.3% |
| YTD | +68.9% | +303.0% | -234.2% | +26.4% |
| 1Y | +44.5% | +164.0% | -119.5% | +14.7% |
| All | +35.0% | +145.7% | -110.6% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling