+229.9%
AFRM vs FSLY
-13.5%
+243.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.2% |
| 7D | -7.0% | -10.6% | +3.7% | -5.3% |
| 30D | -7.8% | -20.9% | +13.1% | -5.2% |
| 3M | +5.3% | +3.4% | +1.9% | +3.7% |
| 6M | +42.6% | +2.7% | +39.9% | +32.6% |
| YTD | -2.8% | +102.3% | -105.1% | -25.7% |
| 1Y | -19.3% | +182.1% | -201.4% | -47.5% |
| All | +229.9% | -13.5% | +243.4% | +180.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling