+52.0%
ABNB vs FSLY
+6.5%
+45.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.3% | -9.4% | -3.4% |
| 7D | +2.7% | -17.9% | +20.6% | +3.6% |
| 30D | +10.8% | -34.7% | +45.5% | +12.8% |
| 3M | -2.1% | -40.0% | +37.9% | -0.3% |
| 6M | +32.2% | -11.8% | +44.0% | +30.8% |
| YTD | +33.5% | +69.5% | -36.1% | +22.5% |
| 1Y | +47.8% | +44.0% | +3.9% | +37.9% |
| All | +52.0% | +6.5% | +45.5% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling