+53.2%
ABT vs FSLY
+7.7%
+45.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.3% | -1.5% |
| 7D | -5.9% | +12.5% | -18.4% | -6.4% |
| 30D | -8.1% | -18.8% | +10.7% | -7.4% |
| 3M | +14.5% | +22.7% | -8.1% | +12.9% |
| 6M | -6.3% | -3.7% | -2.6% | -7.9% |
| YTD | -17.1% | +127.5% | -144.6% | -23.3% |
| 1Y | -21.4% | +193.5% | -214.9% | -28.9% |
| 3Y | +5.9% | -1.3% | +7.2% | -0.2% |
| 5Y | -12.8% | -47.3% | +34.6% | -18.4% |
| All | +53.2% | +7.7% | +45.4% | +20.2% |
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 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