+17.2%
ACN vs FSLY
-4.2%
+21.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -3.1% |
| 7D | -1.5% | -10.6% | +9.1% | -0.6% |
| 30D | +9.4% | -20.9% | +30.3% | +11.0% |
| 3M | +5.6% | +3.4% | +2.2% | +4.4% |
| 6M | -9.3% | +2.7% | -12.0% | -12.7% |
| YTD | -29.0% | +102.3% | -131.2% | -37.5% |
| 1Y | -24.7% | +182.1% | -206.7% | -37.0% |
| 3Y | -39.8% | -14.6% | -25.3% | -45.5% |
| 5Y | -40.9% | -55.9% | +15.0% | -47.4% |
| All | +17.2% | -4.2% | +21.4% | -17.8% |
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