-5.3%
FSLY vs AME
+189.3%
-194.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.2% |
| 7D | +11.2% | +1.3% | +9.8% | +9.9% |
| 30D | -18.2% | -6.6% | -11.6% | -13.2% |
| 3M | +21.9% | +3.0% | +18.9% | +19.2% |
| 6M | +4.0% | +5.3% | -1.3% | +0.6% |
| YTD | +123.1% | +15.4% | +107.6% | +96.7% |
| 1Y | +196.9% | +26.8% | +170.0% | +140.7% |
| 3Y | -1.3% | +56.5% | -57.8% | -30.5% |
| 5Y | -50.2% | +85.2% | -135.5% | -68.5% |
| All | -5.3% | +189.3% | -194.6% | -55.3% |
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