+282.7%
AG vs FSLY
-0.4%
+283.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.8% |
| 7D | -0.1% | +11.2% | -11.3% | -0.6% |
| 30D | +12.5% | -18.2% | +30.6% | +13.3% |
| 3M | +28.2% | +21.9% | +6.3% | +26.7% |
| 6M | -18.8% | +4.0% | -22.9% | -20.1% |
| YTD | +27.4% | +123.1% | -95.7% | +21.2% |
| 1Y | +132.2% | +196.9% | -64.7% | +113.9% |
| All | +282.7% | -0.4% | +283.1% | +266.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling