-7.7%
AAL vs FSLY
-7.5%
-0.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.0% | -2.0% |
| 7D | -0.3% | +3.5% | -3.8% | -0.6% |
| 30D | -19.0% | -6.4% | -12.6% | -18.9% |
| 3M | -5.1% | +10.9% | -16.0% | -6.5% |
| 6M | +15.5% | +6.7% | +8.8% | +10.7% |
| YTD | -15.8% | +111.1% | -126.9% | -27.0% |
| 1Y | -0.3% | +185.8% | -186.1% | -19.4% |
| 3Y | -7.7% | -6.6% | -1.1% | -24.8% |
| All | -7.7% | -7.5% | -0.2% | -24.8% |
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