-28.1%
FSLY vs AME
+193.9%
-222.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +5.8% |
| 7D | -17.9% | +1.1% | -19.0% | -17.5% |
| 30D | -34.7% | -4.1% | -30.6% | -31.4% |
| 3M | -40.0% | -6.3% | -33.7% | -35.8% |
| 6M | -11.8% | +3.5% | -15.4% | -13.1% |
| YTD | +69.5% | +17.3% | +52.3% | +49.2% |
| 1Y | +44.0% | +22.0% | +21.9% | +22.5% |
| 3Y | +5.2% | +62.0% | -56.8% | -27.4% |
| 5Y | -65.6% | +78.5% | -144.1% | -77.6% |
| All | -28.1% | +193.9% | -222.0% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling