+2.2%
ABNB vs FSLY
-49.3%
+51.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.7% | -8.5% | -3.7% |
| 7D | -7.4% | +11.2% | -18.6% | -9.1% |
| 30D | -8.2% | -18.2% | +10.0% | -5.7% |
| 3M | +29.1% | +21.9% | +7.2% | +22.9% |
| 6M | +26.6% | +4.0% | +22.5% | +17.3% |
| YTD | +25.0% | +123.1% | -98.1% | -5.0% |
| 1Y | +37.0% | +196.9% | -159.9% | -5.8% |
| 3Y | +16.3% | -1.3% | +17.6% | -5.7% |
| 5Y | +2.2% | -50.2% | +52.4% | -22.4% |
| All | +2.2% | -49.3% | +51.5% | -22.4% |
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