+164.3%
FSLY vs AMP
+18.6%
+145.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -0.2% |
| 7D | -22.2% | +7.7% | -29.9% | -22.2% |
| 30D | -19.1% | +6.6% | -25.7% | -19.1% |
| 3M | -15.7% | -4.7% | -11.0% | -14.9% |
| 6M | -23.5% | +12.9% | -36.4% | -21.1% |
| YTD | +106.6% | +8.6% | +98.0% | +98.7% |
| 1Y | +164.3% | +18.2% | +146.0% | +137.8% |
| All | +164.3% | +18.6% | +145.7% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling