-42.7%
ACHR vs FSLY
-79.9%
+37.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.2% |
| 7D | -0.7% | -10.6% | +9.9% | +2.1% |
| 30D | +9.8% | -20.9% | +30.7% | +15.7% |
| 3M | -10.5% | +3.4% | -13.9% | -12.0% |
| 6M | -15.5% | +2.7% | -18.3% | -23.1% |
| YTD | -24.1% | +102.3% | -126.3% | -47.2% |
| 1Y | -32.4% | +182.1% | -214.5% | -59.8% |
| 3Y | -11.6% | -14.6% | +3.0% | -31.0% |
| 5Y | -42.9% | -55.9% | +13.0% | -61.8% |
| All | -42.7% | -79.9% | +37.1% | -66.8% |
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