+4.9%
AA vs FSLY
+41.1%
-36.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.6% |
| 7D | +0.5% | +4.9% | -4.4% | +0.2% |
| 30D | -0.6% | -33.5% | +32.9% | +1.2% |
| 3M | -19.7% | -44.6% | +25.0% | -17.9% |
| 6M | -41.6% | -9.2% | -32.3% | -41.4% |
| YTD | -24.6% | +63.3% | -87.9% | -20.1% |
| 1Y | +4.9% | +45.3% | -40.4% | +15.0% |
| All | +4.9% | +41.1% | -36.2% | +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 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