+38.3%
ABNB vs FSLY
+210.9%
-172.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.5% |
| 7D | -6.5% | +12.5% | -18.9% | -6.6% |
| 30D | -5.5% | -18.8% | +13.3% | -5.3% |
| 3M | +30.0% | +22.7% | +7.4% | +29.7% |
| 6M | +27.6% | -3.7% | +31.3% | +27.5% |
| YTD | +25.4% | +127.5% | -102.1% | +28.1% |
| 1Y | +38.3% | +193.5% | -155.2% | +42.8% |
| All | +38.3% | +210.9% | -172.6% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling