-30.7%
FSLY vs AME
+196.9%
-227.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.7% |
| 7D | +4.9% | +5.9% | -1.0% | -0.2% |
| 30D | -33.5% | -1.9% | -31.6% | -31.5% |
| 3M | -44.6% | -5.4% | -39.3% | -41.2% |
| 6M | -9.2% | +4.9% | -14.2% | -11.5% |
| YTD | +63.3% | +18.5% | +44.8% | +42.5% |
| 1Y | +45.3% | +25.5% | +19.8% | +20.7% |
| 3Y | +3.7% | +63.0% | -59.3% | -28.8% |
| 5Y | -67.2% | +78.3% | -145.5% | -78.6% |
| All | -30.7% | +196.9% | -227.6% | -67.6% |
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