-58.6%
AAL vs FSLY
+7.7%
-66.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.7% | +1.1% |
| 7D | -0.9% | +12.5% | -13.4% | -2.0% |
| 30D | -12.9% | -18.8% | +6.0% | -11.3% |
| 3M | -11.2% | +22.7% | -33.9% | -13.5% |
| 6M | +17.8% | -3.7% | +21.5% | +14.2% |
| YTD | -15.1% | +127.5% | -142.6% | -26.9% |
| 1Y | +0.5% | +193.5% | -193.1% | -17.1% |
| 3Y | -7.7% | -1.3% | -6.3% | -18.9% |
| 5Y | -31.3% | -47.3% | +16.0% | -44.1% |
| All | -58.6% | +7.7% | -66.3% | -67.4% |
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 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