-52.4%
FSLY vs AME
+85.0%
-137.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +3.5% | +2.8% | +0.7% | +0.3% |
| 30D | -6.4% | -6.3% | -0.1% | +0.9% |
| 3M | +10.9% | +5.4% | +5.5% | +4.5% |
| 6M | +6.7% | +7.4% | -0.7% | -0.6% |
| YTD | +111.1% | +16.2% | +94.9% | +74.0% |
| 1Y | +185.8% | +26.8% | +159.0% | +109.4% |
| 3Y | -6.6% | +57.5% | -64.1% | -47.5% |
| 5Y | -52.4% | +84.8% | -137.2% | -79.0% |
| All | -52.4% | +85.0% | -137.4% | -79.0% |
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 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