-30.5%
ACHR vs FSLY
-67.3%
+36.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.3% | -3.6% | -6.0% |
| 7D | -9.2% | +4.9% | -14.1% | -10.4% |
| 30D | -1.0% | -33.5% | +32.5% | +9.2% |
| 3M | -42.2% | -44.6% | +2.5% | -34.2% |
| 6M | -38.2% | -9.2% | -29.0% | -39.2% |
| YTD | -46.4% | +63.3% | -109.7% | -63.3% |
| 1Y | -49.4% | +45.3% | -94.7% | -63.9% |
| 3Y | -22.5% | +3.7% | -26.2% | -47.8% |
| All | -30.5% | -67.3% | +36.7% | -43.9% |
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