-44.0%
ACHR vs FSLY
-77.4%
+33.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.9% |
| 7D | -2.3% | +12.5% | -14.8% | -5.3% |
| 30D | -11.3% | -18.8% | +7.5% | -7.0% |
| 3M | +5.3% | +22.7% | -17.4% | -1.2% |
| 6M | -13.2% | -3.7% | -9.5% | -19.5% |
| YTD | -25.8% | +127.5% | -153.3% | -50.0% |
| 1Y | -34.3% | +193.5% | -227.8% | -61.0% |
| 3Y | -19.9% | -1.3% | -18.6% | -39.9% |
| 5Y | -42.7% | -47.3% | +4.7% | -62.8% |
| All | -44.0% | -77.4% | +33.3% | -68.6% |
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