+10.3%
ACN vs FSLY
+5.6%
+4.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.3% |
| 7D | -6.3% | +11.2% | -17.5% | -7.2% |
| 30D | -1.4% | -18.2% | +16.8% | 0.0% |
| 3M | +2.6% | +21.9% | -19.3% | 0.0% |
| 6M | -14.3% | +4.0% | -18.3% | -17.6% |
| YTD | -33.1% | +123.1% | -156.2% | -41.7% |
| 1Y | -28.8% | +196.9% | -225.7% | -40.7% |
| 3Y | -43.0% | -1.3% | -41.7% | -49.1% |
| 5Y | -44.0% | -50.2% | +6.2% | -50.7% |
| All | +10.3% | +5.6% | +4.7% | -23.3% |
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