-28.3%
FSLY vs AME
+195.6%
-223.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.9% |
| 7D | +11.8% | +8.1% | +3.7% | +4.6% |
| 30D | -36.5% | -3.8% | -32.8% | -33.5% |
| 3M | -39.7% | -6.6% | -33.1% | -35.4% |
| 6M | -9.7% | +4.6% | -14.2% | -11.7% |
| YTD | +68.9% | +17.9% | +50.9% | +47.9% |
| 1Y | +44.5% | +23.2% | +21.2% | +21.9% |
| 3Y | +4.8% | +62.9% | -58.1% | -28.0% |
| 5Y | -66.0% | +77.5% | -143.6% | -77.8% |
| All | -28.3% | +195.6% | -223.9% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling