+61.0%
AA vs FSLY
+181.7%
-120.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.0% |
| 7D | -0.7% | -10.6% | +9.9% | 0.0% |
| 30D | +5.0% | -20.9% | +25.9% | +6.2% |
| 3M | -35.8% | +3.4% | -39.2% | -36.1% |
| 6M | -18.4% | +2.7% | -21.1% | -19.2% |
| YTD | -5.5% | +102.3% | -107.7% | -6.8% |
| 1Y | +61.0% | +182.1% | -121.1% | +47.4% |
| All | +61.0% | +181.7% | -120.7% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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