+136.4%
AG vs FSLY
-22.7%
+159.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.1% |
| 7D | -10.0% | +4.9% | -14.8% | -10.4% |
| 30D | -10.5% | -33.5% | +23.0% | -7.7% |
| 3M | -27.3% | -44.6% | +17.4% | -24.4% |
| 6M | -43.0% | -9.2% | -33.8% | -43.5% |
| YTD | -17.9% | +63.3% | -81.2% | -26.9% |
| 1Y | +11.9% | +45.3% | -33.4% | +0.8% |
| 3Y | +201.8% | +3.7% | +198.1% | +164.6% |
| 5Y | -0.1% | -67.2% | +67.1% | -8.2% |
| All | +136.4% | -22.7% | +159.1% | +86.8% |
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