+61.7%
FSLY vs AMDL
+95.0%
-33.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.7% | -3.7% |
| 7D | -10.6% | +4.5% | -15.2% | -11.2% |
| 30D | -20.9% | -4.4% | -16.5% | -20.6% |
| 3M | +3.4% | -30.5% | +33.9% | +4.9% |
| 6M | +2.7% | +300.9% | -298.1% | -19.5% |
| YTD | +102.3% | +219.9% | -117.7% | +59.1% |
| 1Y | +182.1% | +374.7% | -192.7% | +91.5% |
| All | +61.7% | +95.0% | -33.3% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling