+217.9%
FSLY vs AMRZ
-17.3%
+235.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.6% | +5.2% |
| 7D | +3.5% | -2.0% | +5.5% | +3.8% |
| 30D | -6.4% | -9.8% | +3.4% | -4.6% |
| 3M | +10.9% | -17.2% | +28.1% | +13.9% |
| 6M | +6.7% | -26.9% | +33.6% | +9.5% |
| YTD | +111.1% | -21.5% | +132.6% | +118.2% |
| 1Y | +185.8% | -22.9% | +208.7% | +189.8% |
| All | +217.9% | -17.3% | +235.2% | +228.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling