+109.8%
AAPL vs FSLY
-49.3%
+159.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.7% |
| 7D | -3.0% | +11.2% | -14.1% | -3.8% |
| 30D | +2.3% | -18.2% | +20.5% | +3.6% |
| 3M | +8.6% | +21.9% | -13.3% | +5.9% |
| 6M | +21.6% | +4.0% | +17.5% | +17.1% |
| YTD | +16.3% | +123.1% | -106.8% | +1.5% |
| 1Y | +35.1% | +196.9% | -161.8% | +12.0% |
| 3Y | +79.4% | -1.3% | +80.6% | +61.2% |
| 5Y | +109.8% | -50.2% | +160.1% | +78.4% |
| All | +109.8% | -49.3% | +159.2% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling