+117.9%
AA vs FSLY
+5.6%
+112.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.6% | -2.7% |
| 7D | -0.6% | +11.2% | -11.8% | -2.0% |
| 30D | -1.6% | -18.2% | +16.6% | +0.6% |
| 3M | -29.8% | +21.9% | -51.7% | -32.2% |
| 6M | -16.6% | +4.0% | -20.7% | -20.6% |
| YTD | -4.0% | +123.1% | -127.1% | -20.2% |
| 1Y | +63.5% | +196.9% | -133.3% | +28.8% |
| 3Y | +86.8% | -1.3% | +88.0% | +60.4% |
| 5Y | +12.4% | -50.2% | +62.6% | -5.6% |
| All | +117.9% | +5.6% | +112.3% | +41.7% |
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