+114.6%
AA vs FSLY
-4.2%
+118.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.8% |
| 7D | -0.7% | -10.6% | +9.9% | +0.7% |
| 30D | +5.0% | -20.9% | +25.9% | +7.5% |
| 3M | -35.8% | +3.4% | -39.2% | -36.7% |
| 6M | -18.4% | +2.7% | -21.1% | -22.1% |
| YTD | -5.5% | +102.3% | -107.7% | -20.4% |
| 1Y | +61.0% | +182.1% | -121.1% | +27.6% |
| 3Y | +66.2% | -14.6% | +80.8% | +45.5% |
| 5Y | +11.4% | -55.9% | +67.3% | -5.0% |
| All | +114.6% | -4.2% | +118.9% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling