-29.3%
AFRM vs FSLY
-82.5%
+53.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -3.4% |
| 7D | -7.3% | -31.4% | +24.1% | +5.1% |
| 30D | -9.6% | -37.3% | +27.7% | +4.6% |
| 3M | -11.1% | -30.1% | +19.1% | -6.2% |
| 6M | +3.9% | -49.8% | +53.7% | +15.7% |
| YTD | -8.5% | +55.7% | -64.2% | -56.3% |
| 1Y | +3.3% | +44.5% | -41.2% | -48.9% |
| 3Y | +213.7% | -4.3% | +218.1% | +39.9% |
| 5Y | -58.5% | -68.2% | +9.6% | -71.2% |
| All | -29.3% | -82.5% | +53.2% | -37.9% |
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