+62.7%
ABT vs FSLY
-4.2%
+67.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | -3.7% | -10.6% | +7.0% | -3.2% |
| 30D | +2.5% | -20.9% | +23.4% | +3.3% |
| 3M | +20.2% | +3.4% | +16.8% | +19.4% |
| 6M | -2.9% | +2.7% | -5.7% | -5.0% |
| YTD | -11.9% | +102.3% | -114.2% | -18.0% |
| 1Y | -16.5% | +182.1% | -198.6% | -24.5% |
| 3Y | +12.1% | -14.6% | +26.7% | +6.5% |
| 5Y | -7.4% | -55.9% | +48.5% | -12.5% |
| All | +62.7% | -4.2% | +67.0% | +28.4% |
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 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