+204.6%
FSLY vs AMRZ
-13.6%
+218.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -10.6% | -1.9% | -8.7% | -10.3% |
| 30D | -20.9% | -16.9% | -4.0% | -18.3% |
| 3M | +3.4% | -19.2% | +22.6% | +7.0% |
| 6M | +2.7% | -29.3% | +32.0% | +4.3% |
| YTD | +102.3% | -18.0% | +120.2% | +107.4% |
| 1Y | +182.1% | -15.1% | +197.1% | +186.3% |
| All | +204.6% | -13.6% | +218.2% | +212.1% |
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