+60.4%
ACN vs FSLY
-19.7%
+80.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.3% | -8.2% | -2.4% |
| 7D | -4.0% | -17.9% | +13.9% | -2.9% |
| 30D | +19.0% | -34.7% | +53.7% | +22.2% |
| 3M | +42.2% | -40.0% | +82.2% | +46.1% |
| 6M | +50.1% | -11.8% | +62.0% | +48.1% |
| YTD | -2.7% | +69.5% | -72.3% | -14.3% |
| 1Y | +7.6% | +44.0% | -36.4% | -3.7% |
| 3Y | -15.9% | +5.2% | -21.1% | -26.9% |
| 5Y | -24.4% | -65.6% | +41.2% | -31.9% |
| All | +60.4% | -19.7% | +80.1% | +12.7% |
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