-54.9%
AAL vs FSLY
-25.7%
-29.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.4% |
| 7D | +8.3% | -22.4% | +30.7% | +10.5% |
| 30D | +11.0% | -45.5% | +56.4% | +16.7% |
| 3M | -11.2% | -30.4% | +19.2% | -9.6% |
| 6M | +6.1% | -22.1% | +28.2% | +6.3% |
| YTD | -7.6% | +57.0% | -64.6% | -18.6% |
| 1Y | +3.7% | +38.2% | -34.5% | -7.3% |
| 3Y | +20.5% | -2.5% | +23.0% | +4.8% |
| 5Y | -36.4% | -68.8% | +32.5% | -47.1% |
| All | -54.9% | -25.7% | -29.2% | -63.7% |
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