+72.8%
AG vs FSLY
-49.3%
+122.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.6% |
| 7D | -0.1% | +11.2% | -11.3% | -1.0% |
| 30D | +12.5% | -18.2% | +30.6% | +14.0% |
| 3M | +28.2% | +21.9% | +6.3% | +25.3% |
| 6M | -18.8% | +4.0% | -22.9% | -21.5% |
| YTD | +27.4% | +123.1% | -95.7% | +12.7% |
| 1Y | +132.2% | +196.9% | -64.7% | +96.6% |
| 3Y | +286.9% | -1.3% | +288.1% | +251.7% |
| 5Y | +72.8% | -50.2% | +123.0% | +55.1% |
| All | +72.8% | -49.3% | +122.1% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling