-58.2%
AAL vs FSLY
-4.2%
-54.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.5% |
| 7D | -3.7% | -10.6% | +6.9% | -2.7% |
| 30D | -20.8% | -20.9% | +0.1% | -19.5% |
| 3M | -1.3% | +3.4% | -4.7% | -2.4% |
| 6M | +5.4% | +2.7% | +2.6% | +1.3% |
| YTD | -14.4% | +102.3% | -116.6% | -25.4% |
| 1Y | +2.1% | +182.1% | -180.0% | -15.6% |
| 3Y | -10.6% | -14.6% | +4.0% | -20.3% |
| 5Y | -32.2% | -55.9% | +23.7% | -44.2% |
| All | -58.2% | -4.2% | -54.0% | -66.7% |
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