-56.0%
AFRM vs FSLY
-67.3%
+11.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +0.1% |
| 7D | -4.4% | +4.9% | -9.3% | -6.2% |
| 30D | -7.7% | -33.5% | +25.9% | +4.7% |
| 3M | -16.9% | -44.6% | +27.8% | -2.8% |
| 6M | +2.5% | -9.2% | +11.7% | -5.0% |
| YTD | -12.5% | +63.3% | -75.8% | -59.4% |
| 1Y | -11.0% | +45.3% | -56.3% | -56.2% |
| 3Y | +184.6% | +3.7% | +180.8% | +18.4% |
| All | -56.0% | -67.3% | +11.3% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling