+1,049.0%
AAOI vs FSLY
+7.7%
+1,041.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.5% |
| 7D | -0.2% | +12.5% | -12.6% | -3.4% |
| 30D | -23.7% | -18.8% | -4.9% | -19.5% |
| 3M | -39.0% | +22.7% | -61.7% | -42.7% |
| 6M | -17.0% | -3.7% | -13.3% | -21.5% |
| YTD | +202.2% | +127.5% | +74.7% | +110.8% |
| 1Y | +292.4% | +193.5% | +98.9% | +146.0% |
| 3Y | +804.4% | -1.3% | +805.7% | +607.9% |
| 5Y | +1,318.0% | -47.3% | +1,365.4% | +1,055.4% |
| All | +1,049.0% | +7.7% | +1,041.2% | +554.2% |
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 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