-11.9%
FSLY vs AME
+54.4%
-66.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -4.0% |
| 7D | -10.6% | +0.6% | -11.3% | -11.1% |
| 30D | -20.9% | -6.7% | -14.2% | -15.0% |
| 3M | +3.4% | +4.1% | -0.7% | -0.3% |
| 6M | +2.7% | +1.6% | +1.2% | +2.0% |
| YTD | +102.3% | +16.1% | +86.1% | +69.7% |
| 1Y | +182.1% | +27.3% | +154.7% | +110.7% |
| All | -11.9% | +54.4% | -66.3% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling