+248.9%
AG vs FSLY
+5.6%
+243.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.8% | +7.5% | -13.3% | -6.4% |
| 30D | +6.4% | -21.1% | +27.5% | +8.3% |
| 3M | +28.4% | +21.8% | +6.6% | +25.2% |
| 6M | -24.5% | -0.1% | -24.3% | -26.8% |
| YTD | +21.2% | +123.1% | -101.9% | +6.0% |
| 1Y | +114.1% | +208.6% | -94.5% | +79.0% |
| 3Y | +268.0% | -1.3% | +269.3% | +229.6% |
| 5Y | +67.3% | -48.4% | +115.7% | +48.4% |
| All | +248.9% | +5.6% | +243.3% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling