+164.3%
FSLY vs AMRZ
-11.5%
+175.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.8% |
| 7D | -22.2% | +10.3% | -32.5% | -23.4% |
| 30D | -19.1% | +18.7% | -37.8% | -21.5% |
| 3M | -15.7% | -14.6% | -1.0% | -12.2% |
| 6M | -23.5% | -12.9% | -10.6% | -20.3% |
| YTD | +106.6% | -17.4% | +124.0% | +117.5% |
| 1Y | +164.3% | -12.3% | +176.6% | +196.5% |
| All | +164.3% | -11.5% | +175.8% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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