-9.4%
ABT vs FSLY
-49.3%
+40.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.4% |
| 7D | -4.7% | +11.2% | -15.9% | -5.0% |
| 30D | -3.1% | -18.2% | +15.0% | -2.7% |
| 3M | +16.1% | +21.9% | -5.8% | +15.1% |
| 6M | -5.3% | +4.0% | -9.4% | -6.7% |
| YTD | -14.4% | +123.1% | -137.5% | -18.9% |
| 1Y | -18.4% | +196.9% | -215.3% | -24.4% |
| 3Y | +11.2% | -1.3% | +12.5% | +7.5% |
| 5Y | -9.4% | -50.2% | +40.8% | -11.8% |
| All | -9.4% | -49.3% | +40.0% | -11.8% |
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 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