+20.5%
AAL vs FSLY
-6.2%
+26.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.4% |
| 7D | +8.3% | -22.4% | +30.7% | +10.2% |
| 30D | +11.0% | -45.5% | +56.4% | +15.8% |
| 3M | -11.2% | -30.4% | +19.2% | -9.8% |
| 6M | +6.1% | -22.1% | +28.2% | +6.3% |
| YTD | -7.6% | +57.0% | -64.6% | -18.2% |
| 1Y | +3.7% | +38.2% | -34.5% | -6.5% |
| 3Y | +20.5% | -2.5% | +23.0% | -3.2% |
| All | +20.5% | -6.2% | +26.7% | -3.2% |
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