+623.0%
AAPL vs FSLY
+5.6%
+617.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -0.5% | +7.5% | -8.0% | -1.2% |
| 30D | +7.1% | -21.1% | +28.2% | +9.1% |
| 3M | +12.1% | +21.8% | -9.7% | +8.9% |
| 6M | +25.4% | -0.1% | +25.6% | +20.7% |
| YTD | +20.5% | +123.1% | -102.6% | +3.3% |
| 1Y | +44.5% | +208.6% | -164.0% | +17.3% |
| 3Y | +85.8% | -1.3% | +87.0% | +63.4% |
| 5Y | +124.8% | -48.4% | +173.1% | +95.6% |
| All | +623.0% | +5.6% | +617.3% | +410.2% |
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