-31.6%
AFRM vs FSLY
-82.1%
+50.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.7% |
| 7D | -8.4% | -22.9% | +14.6% | -0.3% |
| 30D | -18.3% | -44.6% | +26.3% | -0.5% |
| 3M | -12.7% | -41.5% | +28.8% | 0.0% |
| 6M | +3.0% | -20.8% | +23.8% | +0.8% |
| YTD | -11.4% | +59.5% | -70.9% | -58.1% |
| 1Y | -13.3% | +36.1% | -49.5% | -55.5% |
| 3Y | +194.0% | -1.0% | +195.0% | +29.5% |
| 5Y | -50.6% | -66.9% | +16.3% | -66.3% |
| All | -31.6% | -82.1% | +50.5% | -40.5% |
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