+25.2%
ABNB vs FSLY
-80.9%
+106.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +6.5% | +11.8% | -5.3% | +4.5% |
| 30D | +9.4% | -36.5% | +45.9% | +16.2% |
| 3M | +0.6% | -39.7% | +40.3% | +5.8% |
| 6M | +33.7% | -9.7% | +43.4% | +29.2% |
| YTD | +33.5% | +68.9% | -35.4% | +1.7% |
| 1Y | +48.8% | +44.5% | +4.4% | +17.2% |
| 3Y | +53.3% | +4.8% | +48.5% | +12.3% |
| 5Y | -12.3% | -66.0% | +53.7% | -25.7% |
| All | +25.2% | -80.9% | +106.1% | +29.7% |
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 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