+64.0%
ABT vs FSLY
-22.7%
+86.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.3% |
| 7D | -1.3% | +4.9% | -6.1% | -1.5% |
| 30D | +6.0% | -33.5% | +39.6% | +7.5% |
| 3M | -1.9% | -44.6% | +42.8% | -0.1% |
| 6M | +31.2% | -9.2% | +40.4% | +30.0% |
| YTD | -11.2% | +63.3% | -74.5% | -17.1% |
| 1Y | -14.0% | +45.3% | -59.2% | -19.2% |
| 3Y | +20.7% | +3.7% | +16.9% | +11.4% |
| 5Y | -6.7% | -67.2% | +60.5% | -10.9% |
| All | +64.0% | -22.7% | +86.7% | +29.8% |
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 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