-9.7%
AFRM vs FSLY
+43.8%
-53.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +2.9% |
| 7D | -10.3% | -17.9% | +7.7% | -10.3% |
| 30D | -13.7% | -34.7% | +21.0% | -14.1% |
| 3M | -11.6% | -40.0% | +28.5% | -12.1% |
| 6M | +2.1% | -11.8% | +13.9% | +3.2% |
| YTD | -8.9% | +69.5% | -78.4% | +9.5% |
| 1Y | -9.7% | +44.0% | -53.7% | +14.4% |
| All | -9.7% | +43.8% | -53.5% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling