+15.9%
ABNB vs FSLY
-74.8%
+90.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -9.5% | +7.5% | -17.0% | -10.7% |
| 30D | -9.4% | -21.1% | +11.7% | -6.2% |
| 3M | +29.9% | +21.8% | +8.1% | +23.3% |
| 6M | +26.6% | -0.1% | +26.7% | +17.7% |
| YTD | +23.5% | +123.1% | -99.6% | -7.6% |
| 1Y | +35.8% | +208.6% | -172.7% | -9.3% |
| 3Y | +15.0% | -1.3% | +16.2% | -8.6% |
| 5Y | +1.5% | -48.4% | +49.8% | -19.9% |
| All | +15.9% | -74.8% | +90.6% | +17.9% |
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