-5.5%
ABNB vs FSLY
-65.4%
+59.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.3% | -9.4% | -4.1% |
| 7D | +2.7% | -17.9% | +20.6% | +5.2% |
| 30D | +10.8% | -34.7% | +45.5% | +16.8% |
| 3M | -2.1% | -40.0% | +37.9% | +2.9% |
| 6M | +32.2% | -11.8% | +44.0% | +28.4% |
| YTD | +33.5% | +69.5% | -36.1% | +2.7% |
| 1Y | +47.8% | +44.0% | +3.9% | +17.7% |
| 3Y | +53.3% | +5.2% | +48.1% | +13.2% |
| 5Y | -5.5% | -65.6% | +60.1% | -6.7% |
| All | -5.5% | -65.4% | +59.9% | -6.7% |
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 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