-3.5%
FSLY vs AMP
+341.4%
-344.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.5% |
| 7D | +12.5% | -0.5% | +13.0% | +12.8% |
| 30D | -18.8% | -1.3% | -17.5% | -18.0% |
| 3M | +22.7% | +24.2% | -1.5% | +6.5% |
| 6M | -3.7% | +24.6% | -28.3% | -15.5% |
| YTD | +127.5% | +14.8% | +112.7% | +105.4% |
| 1Y | +193.5% | +12.8% | +180.8% | +167.2% |
| 3Y | -1.3% | +69.0% | -70.3% | -32.1% |
| 5Y | -47.3% | +124.9% | -172.2% | -68.1% |
| All | -3.5% | +341.4% | -344.9% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling