+72.2%
AA vs FSLY
-24.5%
+96.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.6% |
| 7D | +1.2% | -22.9% | +24.2% | +4.2% |
| 30D | -5.0% | -44.6% | +39.6% | +1.4% |
| 3M | -22.2% | -41.5% | +19.3% | -18.3% |
| 6M | -36.3% | -20.8% | -15.5% | -36.1% |
| YTD | -24.2% | +59.5% | -83.7% | -35.2% |
| 1Y | +3.9% | +36.1% | -32.3% | -9.2% |
| 3Y | +67.6% | -1.0% | +68.5% | +41.7% |
| 5Y | -8.8% | -66.9% | +58.1% | -20.6% |
| All | +72.2% | -24.5% | +96.6% | +15.0% |
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