+62.1%
ABT vs FSLY
-20.0%
+82.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.6% | +11.8% | -17.4% | -6.1% |
| 30D | +5.2% | -36.5% | +41.7% | +6.9% |
| 3M | -2.7% | -39.7% | +37.0% | -1.3% |
| 6M | +28.8% | -9.7% | +38.5% | +27.7% |
| YTD | -12.3% | +68.9% | -81.1% | -18.2% |
| 1Y | -14.7% | +44.5% | -59.1% | -19.8% |
| 3Y | +21.6% | +4.8% | +16.7% | +12.3% |
| 5Y | -7.8% | -66.0% | +58.3% | -12.0% |
| All | +62.1% | -20.0% | +82.2% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling