+145.9%
FSLY vs AMRZ
-19.2%
+165.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.3% |
| 7D | +4.9% | -2.1% | +6.9% | +5.2% |
| 30D | -33.5% | +13.0% | -46.5% | -34.6% |
| 3M | -44.6% | -12.1% | -32.5% | -43.1% |
| 6M | -9.2% | -19.1% | +9.9% | -6.3% |
| YTD | +63.3% | -23.3% | +86.5% | +70.0% |
| 1Y | +45.3% | -16.6% | +61.9% | +51.8% |
| All | +145.9% | -19.2% | +165.0% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling