-68.8%
FSLY vs AME
+76.7%
-145.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -4.0% |
| 7D | -22.4% | -1.5% | -20.9% | -20.0% |
| 30D | -45.5% | -4.2% | -41.3% | -41.8% |
| 3M | -30.4% | -5.9% | -24.5% | -24.4% |
| 6M | -22.1% | +2.8% | -24.9% | -23.5% |
| YTD | +57.0% | +16.6% | +40.4% | +29.7% |
| 1Y | +38.2% | +22.1% | +16.1% | +7.6% |
| 3Y | -2.5% | +64.7% | -67.2% | -49.2% |
| 5Y | -68.8% | +76.6% | -145.4% | -86.9% |
| All | -68.8% | +76.7% | -145.5% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling