+3.9%
AFRM vs FSLY
-49.7%
+53.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.5% |
| 7D | -7.3% | -31.4% | +24.1% | -5.0% |
| 30D | -9.6% | -37.3% | +27.7% | -6.8% |
| 3M | -11.1% | -30.1% | +19.1% | -9.0% |
| 6M | +3.9% | -49.8% | +53.7% | +3.7% |
| All | +3.9% | -49.7% | +53.5% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling