+689.3%
AAPL vs FSLY
-22.7%
+712.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.7% |
| 7D | +4.1% | +4.9% | -0.7% | +3.7% |
| 30D | +4.0% | -33.5% | +37.5% | +7.1% |
| 3M | +16.8% | -44.6% | +61.4% | +21.3% |
| 6M | +19.4% | -9.2% | +28.6% | +17.2% |
| YTD | +31.5% | +63.3% | -31.8% | +14.5% |
| 1Y | +31.0% | +45.3% | -14.3% | +15.5% |
| 3Y | +95.3% | +3.7% | +91.5% | +66.8% |
| 5Y | +143.4% | -67.2% | +210.5% | +119.6% |
| All | +689.3% | -22.7% | +712.0% | +465.6% |
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