-20.9%
AFRM vs FSLY
-55.9%
+35.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.6% |
| 7D | -7.0% | -10.6% | +3.7% | -2.7% |
| 30D | -7.8% | -20.9% | +13.1% | -1.4% |
| 3M | +5.3% | +3.4% | +1.9% | -0.1% |
| 6M | +42.6% | +2.7% | +39.9% | +14.9% |
| YTD | -2.8% | +102.3% | -105.1% | -56.1% |
| 1Y | -19.3% | +182.1% | -201.4% | -73.3% |
| 3Y | +231.0% | -14.6% | +245.5% | +87.2% |
| All | -20.9% | -55.9% | +35.0% | -44.0% |
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