+71.1%
AA vs FSLY
-22.7%
+93.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.3% |
| 7D | +0.5% | +4.9% | -4.4% | -0.1% |
| 30D | -0.6% | -33.5% | +32.9% | +3.8% |
| 3M | -19.7% | -44.6% | +25.0% | -15.0% |
| 6M | -41.6% | -9.2% | -32.3% | -42.3% |
| YTD | -24.6% | +63.3% | -87.9% | -35.8% |
| 1Y | +4.9% | +45.3% | -40.4% | -9.2% |
| 3Y | +66.8% | +3.7% | +63.1% | +40.2% |
| 5Y | -19.4% | -67.2% | +47.7% | -29.9% |
| All | +71.1% | -22.7% | +93.8% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling