-43.8%
ACHR vs FSLY
-49.3%
+5.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.7% | -11.3% | -7.2% |
| 7D | -2.7% | +11.2% | -13.8% | -5.6% |
| 30D | -12.1% | -18.2% | +6.0% | -7.7% |
| 3M | +3.4% | +21.9% | -18.5% | -3.4% |
| 6M | -15.6% | +4.0% | -19.7% | -24.3% |
| YTD | -26.9% | +123.1% | -149.9% | -52.7% |
| 1Y | -34.8% | +196.9% | -231.6% | -64.0% |
| 3Y | -19.2% | -1.3% | -18.0% | -41.0% |
| 5Y | -43.8% | -50.2% | +6.5% | -61.1% |
| All | -43.8% | -49.3% | +5.6% | -61.1% |
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 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