+114.1%
AG vs FSLY
+196.5%
-82.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.8% | +7.5% | -13.3% | -5.9% |
| 30D | +6.4% | -21.1% | +27.5% | +6.8% |
| 3M | +28.4% | +21.8% | +6.6% | +27.9% |
| 6M | -24.5% | -0.1% | -24.3% | -24.5% |
| YTD | +21.2% | +123.1% | -101.9% | +26.3% |
| 1Y | +114.1% | +208.6% | -94.5% | +105.7% |
| All | +114.1% | +196.5% | -82.4% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling