-14.2%
FSLY vs AMP
+343.8%
-357.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.0% |
| 7D | -10.6% | +0.2% | -10.9% | -10.7% |
| 30D | -20.9% | -0.1% | -20.8% | -20.6% |
| 3M | +3.4% | +23.6% | -20.1% | -9.9% |
| 6M | +2.7% | +20.4% | -17.6% | -7.9% |
| YTD | +102.3% | +15.4% | +86.8% | +82.0% |
| 1Y | +182.1% | +11.0% | +171.1% | +159.6% |
| 3Y | -14.6% | +70.5% | -85.0% | -41.5% |
| 5Y | -55.9% | +121.4% | -177.3% | -73.1% |
| All | -14.2% | +343.8% | -357.9% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling