+90.5%
AA vs FSLY
-7.5%
+98.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.8% | +3.0% |
| 7D | +1.7% | +3.5% | -1.8% | +1.2% |
| 30D | +3.3% | -6.4% | +9.7% | +3.6% |
| 3M | -29.4% | +10.9% | -40.3% | -30.9% |
| 6M | -12.8% | +6.7% | -19.5% | -17.2% |
| YTD | -2.1% | +111.1% | -113.2% | -17.4% |
| 1Y | +62.8% | +185.8% | -123.0% | +27.2% |
| 3Y | +90.5% | -6.6% | +97.0% | +70.9% |
| All | +90.5% | -7.5% | +98.0% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling